Constant Proportion Portfolio Insurance:...

Constant Proportion Portfolio Insurance: Discrete-Time Trading and Gap Risk Coverage

Jessen, Cathrine
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Volume:
21
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2014.21.3.036
Date:
February, 2014
File:
PDF, 1.22 MB
english, 2014
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