Constant Proportion Portfolio Insurance: Discrete-time Trading and Gap Risk Coverage

Cathrine Jessen

Research output: Contribution to conferencePaperResearchpeer-review

Original languageEnglish
Publication date8 Dec 2010
Number of pages24
Publication statusPublished - 8 Dec 2010
EventThe 23rd Australasian Finance and Banking Conference 2010 - Sydney, Australia
Duration: 15 Dec 201017 Dec 2010
Conference number: 23

Conference

ConferenceThe 23rd Australasian Finance and Banking Conference 2010
Number23
CountryAustralia
CitySydney
Period15/12/201017/12/2010

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