THE SIMPLE PRICE DYNAMICS OF PORTFOLIO INSURANCE AND PROGRAM TRADING.
| Year of publication: |
1988
|
|---|---|
| Authors: | ANDERSON, R.W. ; TUTUNCU, M. |
| Institutions: | Graduate School of Business, Columbia University |
| Subject: | financial market | insurance | securities | economic models |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 17 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005647014