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"Risk management of time varying floors for dynamic portfolio insurance."

Hatem Ben Ameur, Jean-Luc Prigent (2018)

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DOI: 10.1016/J.EJOR.2018.01.041

access: closed

type: Journal Article

metadata version: 2020-02-21

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Hatem Ben Ameur, Jean-Luc Prigent:
Risk management of time varying floors for dynamic portfolio insurance. Eur. J. Oper. Res. 269(1): 363-381 (2018)

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