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Journal Articles European Journal of Operational Research Year : 2014

Portfolio insurance: Gap risk under conditional multiples

H. Ben Ameur
  • Function : Author
J.L. Prigent
  • Function : Author
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hal-03679707 , version 1 (27-05-2022)

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Jean-Luc Prigent, H. Ben Ameur, J.L. Prigent. Portfolio insurance: Gap risk under conditional multiples. European Journal of Operational Research, 2014, 236 (1), pp.238-253. ⟨10.1016/j.ejor.2013.11.027⟩. ⟨hal-03679707⟩
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