compensating variation     financial derivatives     financial equilibrium     Optimal positioning     portfolio insurance  

July 2011

Equilibrium of Financial Derivative Markets and Compensating Variations under Portfolio Constraints

Study conducted by Phillipe Bertrand (GREQAM, Aix – Marseille 2 University and Jean-Luc Prigent (THEMA, Cergy – Pontoise University)


FileAction
The studyDownload