Portfolio Insurance: the Extreme Value Approach to the CPPI Method

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Portfolio Insurance: the Extreme Value Approach to the CPPI Method

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_reports_217678889

Portfolio Insurance: the Extreme Value Approach to the CPPI Method

About this item

Full title

Portfolio Insurance: the Extreme Value Approach to the CPPI Method

Author / Creator

Bertrand, P and J-L Prigent

Publisher

Fountain: Presses Universitaires de Grenoble

Journal title

Finance : Revue de l'Association Française de Finance, 2002-12, Vol.23 (2), p.69

Language

English

Formats

Articles

Publication information

Publisher

Fountain: Presses Universitaires de Grenoble

More information

Alternative Titles

Full title

Portfolio Insurance: the Extreme Value Approach to the CPPI Method

Authors, Artists and Contributors

Author / Creator

Bertrand, P
J-L Prigent

Identifiers

Primary Identifiers

Record Identifier

TN_cdi_proquest_reports_217678889

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_reports_217678889

Other Identifiers

ISSN

0752-6180

E-ISSN

2101-0145

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