Constant proportion portfolio insurance strategies in contagious markets

DOI10.1080/14697688.2017.1403157zbMath1400.91530OpenAlexW2776767460MaRDI QIDQ4554427

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Publication date: 14 November 2018

Published in: (Search for Journal in Brave)

Full work available at URL: https://pure.au.dk/ws/files/163825504/Kokholm_2018_Constant_proportion_portfolio_insurance_strategies.pdf

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