Utility Maximizing Portfolio Insurance Strategies when Hedgers Consider the Impact of Their Trading on Security Prices
| Year of publication: |
1996
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|---|---|
| Authors: | Ramanlal, Pradipkumar ; Mann, Steven V. |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 6.1996, 1, p. 47-62
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