Journal Articles
Finance
Year : 2001
imane mohat : Connect in order to contact the contributor
https://hal-amu.archives-ouvertes.fr/hal-01833134
Submitted on : Monday, July 9, 2018-1:47:59 PM
Last modification on : Thursday, July 14, 2022-4:08:00 AM
Dates and versions
Identifiers
- HAL Id : hal-01833134 , version 1
Cite
Philippe Bertrand, Jean-Luc Prigent, Jean-Pierre Lesne. Portfolio Insurance: The Extreme Value Theory of the Cppi Method. Finance, 2001. ⟨hal-01833134⟩
21
View
0
Download