Minimum-cost portfolio insurance

Journal of Economic Dynamics and Control

Volumn 24, Issue 11-12, 2000, Pages 1703-1719

  Aliprantis, C D ^a   Brown, D J ^b   Werner, J ^c  

^a PURDUE UNIVERSITY   (United States)

^b YALE UNIVERSITY   (United States)

^c UNIVERSITY OF MINNESOTA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000245376     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1889(99)00091-3     Document Type: Article

References (21)

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