Publications
Publications
  • Article
  • Journal of Economic Dynamics & Control

Theory of Constant Proportion Portfolio Insurance

By: André Perold and Fischer Black
  • Format:Print
  • | Pages:24
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Keywords

Theory; Insurance; Investment

Citation

Perold, André, and Fischer Black. "Theory of Constant Proportion Portfolio Insurance." Journal of Economic Dynamics & Control 16, nos. 3-4 (July–October 1992): 403–426.

About The Author

Andre F. Perold

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