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A Note on Risk Aversion, Prudence and Portfolio Insurance

Philippe Bertrand 1 Jean-Luc Prigent 2
1 CERGAM - Centre d'Études et de Recherche en Gestion d'Aix-Marseille
2 THEMA - Théorie économique, modélisation et applications
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https://hal-amu.archives-ouvertes.fr/hal-01833054
Contributor : Imane Mohat <>
Submitted on : Monday, July 9, 2018 - 12:26:44 PM
Last modification on : Thursday, March 5, 2020 - 4:26:32 PM

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Philippe Bertrand, Jean-Luc Prigent. A Note on Risk Aversion, Prudence and Portfolio Insurance. Geneva Risk and Insurance Review, Palgrave Macmillan, 2010, 35 (1), pp.81 - 92. ⟨10.1057/grir.2009.8⟩. ⟨hal-01833054⟩

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