Portfolio insurance : the extreme value approach to the CPPI method
P. Bertrand and J.-L. Prigent
| Year of publication: |
2002
|
|---|---|
| Authors: | Bertrand, P. ; Prigent, J.-L. |
| Published in: |
Finance : revue de l'Association Française de Finance. - Paris : Presses Universitaires de France, ISSN 0752-6180, ZDB-ID 6147963. - Vol. 23.2002, 2, p. 69-86
|
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache In: Finance |
| Source: |
Persistent link: https://www.econbiz.de/10009918882