Portfolio insurance trading rules
2000; Wiley; Volume: 20; Issue: 1 Linguagem: Inglês
10.1002/(sici)1096-9934(200001)20
ISSN1096-9934
AutoresRichard Bookstaber, Joseph A. Langsam,
Tópico(s)Insurance, Mortality, Demography, Risk Management
ResumoJournal of Futures MarketsVolume 20, Issue 1 p. 41-57 Portfolio insurance trading rules Richard Bookstaber, Corresponding Author Richard Bookstaber Managing Director Moore Capital Management Richard Bookstaber, Moore Capital Management Joseph A. Langsam, Morgan Stanley Dean WitterSearch for more papers by this authorJoseph A. Langsam, Corresponding Author Joseph A. Langsam Managing Director Morgan Stanley Dean Witter Richard Bookstaber, Moore Capital Management Joseph A. Langsam, Morgan Stanley Dean WitterSearch for more papers by this author Richard Bookstaber, Corresponding Author Richard Bookstaber Managing Director Moore Capital Management Richard Bookstaber, Moore Capital Management Joseph A. Langsam, Morgan Stanley Dean WitterSearch for more papers by this authorJoseph A. Langsam, Corresponding Author Joseph A. Langsam Managing Director Morgan Stanley Dean Witter Richard Bookstaber, Moore Capital Management Joseph A. Langsam, Morgan Stanley Dean WitterSearch for more papers by this author First published: 21 January 2000 https://doi.org/10.1002/(SICI)1096-9934(200001)20:1 3.0.CO;2-4Citations: 8AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinked InRedditWechat Citing Literature Volume20, Issue1Special Issue: The Millennium IssueJanuary 2000Pages 41-57 RelatedInformation
Referência(s)