Portfolio insurance: gap risk under conditional multiples
From MaRDI portal
Publication:299885
DOI10.1016/j.ejor.2013.11.027zbMath1338.91124MaRDI QIDQ299885
F. Blanchet-Sadri, M. Dambrine
Publication date: 23 June 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2013.11.027
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