Dynamic portfolio insurance strategies: risk management under Johnson distributions
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Publication:1615814
DOI10.1007/s10479-016-2121-8zbMath1416.91356MaRDI QIDQ1615814
Publication date: 31 October 2018
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://faculty-research.ipag.edu/wp-content/uploads/recherche/WP/IPAG_WP_2014_329.pdf
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