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Portfolio Insurance Strategies: OBPI versus CPPI.

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https://hal-amu.archives-ouvertes.fr/hal-01833077
Contributor : Imane Mohat Connect in order to contact the contributor
Submitted on : Monday, July 9, 2018 - 1:01:42 PM
Last modification on : Friday, October 22, 2021 - 3:36:33 AM

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  • HAL Id : hal-01833077, version 1

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Philippe Bertrand, Jean-Luc Prigent. Portfolio Insurance Strategies: OBPI versus CPPI.. Finance, Presses universitaires de Grenoble, 2005. ⟨hal-01833077⟩

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