On the economic risk capital of portfolio insurance.
International Journal of Mathematics and Mathematical Sciences (2004)
- Volume: 2004, Issue: 41-44, page 2209-2218
- ISSN: 0161-1712
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topHürlimann, Werner. "On the economic risk capital of portfolio insurance.." International Journal of Mathematics and Mathematical Sciences 2004.41-44 (2004): 2209-2218. <http://eudml.org/doc/55116>.
@article{Hürlimann2004,
author = {Hürlimann, Werner},
journal = {International Journal of Mathematics and Mathematical Sciences},
language = {eng},
number = {41-44},
pages = {2209-2218},
publisher = {Hindawi Publishing Corporation, New York},
title = {On the economic risk capital of portfolio insurance.},
url = {http://eudml.org/doc/55116},
volume = {2004},
year = {2004},
}
TY - JOUR
AU - Hürlimann, Werner
TI - On the economic risk capital of portfolio insurance.
JO - International Journal of Mathematics and Mathematical Sciences
PY - 2004
PB - Hindawi Publishing Corporation, New York
VL - 2004
IS - 41-44
SP - 2209
EP - 2218
LA - eng
UR - http://eudml.org/doc/55116
ER -
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