On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds)
| Year of publication: |
2014-06-16
|
|---|---|
| Authors: | Bertrand, Philippe ; Prigent, Jean-luc |
| Institutions: | Institut de Préparation à l'Administration et à la Gestion (IPAG) |
| Subject: | Structured financial products | portfolio insurance | Asian options | average of calls | Kappa measures |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 2014-348 28 pages |
| Classification: | G11 - Portfolio Choice ; G13 - Contingent Pricing; Futures Pricing ; G21 - Banks; Other Depository Institutions; Mortgages ; D03 - Behavioral Economics; Underlying Principles |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010782100