Theory of constant proportion portfolio insurance
- 1 July 1992
- journal article
- Published by Elsevier in Journal of Economic Dynamics and Control
- Vol. 16 (3-4) , 403-426
- https://doi.org/10.1016/0165-1889(92)90043-e
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- Simplifying portfolio insurance for corporate pension plansThe Journal of Portfolio Management, 1988
- Simplifying portfolio insuranceThe Journal of Portfolio Management, 1987
- Alternative Paths to Portfolio InsuranceCFA Magazine, 1985
- Optimum consumption and portfolio rules in a continuous-time modelJournal of Economic Theory, 1971