A Note on Risk Aversion, Prudence and Portfolio Insurance

Philippe Bertrand; Jean-Luc Prigent

doi:10.1057/grir.2009.8

Journal Articles Geneva Risk and Insurance Review Year : 2010

A Note on Risk Aversion, Prudence and Portfolio Insurance

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Philippe Bertrand

Function : Author
PersonId : 12026
IdHAL : philippe-bertrand
IdRef : 110465652

Centre d'Études et de Recherche en Gestion d'Aix-Marseille

Jean-Luc Prigent

Function : Author
PersonId : 860760

Théorie économique, modélisation et applications

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Quantitative Finance [q-fin] General Finance [q-fin.GN]

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https://hal-amu.archives-ouvertes.fr/hal-01833054

Submitted on : Monday, July 9, 2018-12:26:44 PM

Last modification on : Friday, March 24, 2023-2:53:07 PM

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hal-01833054 , version 1 (09-07-2018)

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HAL Id : hal-01833054 , version 1
DOI : 10.1057/grir.2009.8

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

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A Note on Risk Aversion, Prudence and Portfolio Insurance

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