Portfolio insurance: contribution of empirical and theoretical studies to the evaluation and the suitability of structured products with guarantee clause

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September 2011

Portfolio insurance: contribution of empirical and theoretical studies to the evaluation and the suitability of structured products with guarantee clause

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


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