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On the Optimality of Portfolio Insurance.

Resource type
Authors/contributors
Title
On the Optimality of Portfolio Insurance.
Publication
The Journal of Finance
Volume
40
Issue
5
Pages
1341-52
Date
1985-12
Citation
Benninga, S., & Blume, M. E. (1985). On the Optimality of Portfolio Insurance. The Journal of Finance, 40, 1341–1352.
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