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~institution:"Institut de Préparation à l'Administration et à la Gestion (IPAG)"
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Institut de Préparation à l'Administration et à la Gestion (IPAG)
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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HAL
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Institute for the Study of Labor (IZA)
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Constant Proportion Portfolio Insurance Effectiveness with Transaction Costs
Mkaouar, Farid
;
Prigent, Jean-Luc
-
Institut de Préparation à l'Administration et à la …
-
2014
in continuous-time is not allowed. We focus instead on stochastic-time rebalancing. We prove that investor's
tolerance
…
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