https://hal-amu.archives-ouvertes.fr/hal-01833134 Contributor : Imane MohatConnect in order to contact the contributor Submitted on : Monday, July 9, 2018 - 1:47:59 PM Last modification on : Friday, October 22, 2021 - 3:36:33 AM
Philippe Bertrand, Jean-Luc Prigent, Jean-Pierre Lesne. Portfolio Insurance: The Extreme Value Theory of the Cppi Method. Finance, Presses universitaires de Grenoble, 2001. ⟨hal-01833134⟩