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)


FileAction
The study (FR)Download
The summary and conclusions of the study (FR)Download