Portfolio Insurance Strategies: OBPI versus CPPI-Reference-Cited by-同舟云学术

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Portfolio Insurance Strategies: OBPI versus CPPI

Published:2002 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Bertrand Philippe,Prigent Jean-Luc

Publisher

Elsevier BV

Reference13 articles.

1. Portfolio insurance: the extreme value approach to the CPPI method;P Bertrand;Finance,2002

2. Simplifying portfolio insurance;F Black;The Journal of Portfolio Management,1987

3. Constant proportion portfolio insurance and the synthetic put option : a comparison;F Black;Institutional Investor focus on Investment Management,1989

4. Theory of constant proportion portfolio insurance;F Black;The Journal of Economics,1992

5. Portfolio insurance trading rules;R Bookstaber;The Journal of Futures Markets,2000

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