A Note on Risk Aversion, Prudence and Portfolio Insurance

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Submitted on : Monday, July 9, 2018 - 12:26:44 PM
Last modification on : Tuesday, July 10, 2018 - 1:21:30 AM

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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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