Theory of constant proportion portfolio insurance
type: Item
instance of: scholarly article
title: Theory of constant proportion portfolio insurance
zbMATH Open document ID: 0825.90056
DOI: 10.1016/0165-1889(92)90043-E
author: Fischer Black
author: A. F. Perold
publication date: 1993-01-16T00:00:00Z
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 95058
MaRDI profile type: Publication
cites work: Q3808989
cites work: Optimum consumption and portfolio rules in a continuous-time model
cites work: Q4794152
Wikidata QID: Q127571275
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 95058