Portfolio Insurance: The Extreme Value Theory of the Cppi Method - Aix-Marseille Université Access content directly
Journal Articles Finance Year : 2001

Portfolio Insurance: The Extreme Value Theory of the Cppi Method

Jean-Luc Prigent
  • Function : Author
  • PersonId : 860760
Jean-Pierre Lesne
  • Function : Author
No file

Dates and versions

hal-01833134 , version 1 (09-07-2018)

Identifiers

  • HAL Id : hal-01833134 , version 1

Cite

Philippe Bertrand, Jean-Luc Prigent, Jean-Pierre Lesne. Portfolio Insurance: The Extreme Value Theory of the Cppi Method. Finance, 2001. ⟨hal-01833134⟩
21 View
0 Download

Share

Gmail Facebook X LinkedIn More