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Journal Articles Finance Year : 2002

Portfolio Insurance: The Extreme Value Theory of the Cppi Method

Jean-Luc Prigent
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hal-01833122 , version 1 (09-07-2018)

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  • HAL Id : hal-01833122 , version 1

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Philippe Bertrand, Jean-Luc Prigent. Portfolio Insurance: The Extreme Value Theory of the Cppi Method. Finance, 2002. ⟨hal-01833122⟩
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