Equilibrium of Financial Derivative Markets under Portfolio Insurance Constraints
| Year of publication: |
2014-06-16
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|---|---|
| Authors: | Bertrand, Philippe ; Prigent, Jean-luc |
| Institutions: | Institut de Préparation à l'Administration et à la Gestion (IPAG) |
| Keywords: | This paper examines the equilibrium of financial portfolios under insurance |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 2014-330 35 pages |
| Classification: | C62 - Existence and Stability Conditions of Equilibrium ; G11 - Portfolio Choice ; L10 - Market Structure, Firm Strategy, and Market Performance. General |
| Source: |
Persistent link: https://www.econbiz.de/10010782096