Underestimation of Portfolio Insurance and the Crash of...

Review of Financial Studies 1992 Vol. 5; Iss. 1

Underestimation of Portfolio Insurance and the Crash of October 1987

Charles J. Jacklin, Allan W. Kleidon and Paul Pfleiderer
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Volume:
5
Year:
1992
Language:
english
Journal:
The Review of Financial Studies
DOI:
10.2307/2962012
File:
PDF, 724 KB
english, 1992
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