On the inefficiency of portfolio insurance and caveats to the mean/ downside-risk framework

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Name	VU Research Memorandum
No.	1998-57

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@techreport{341794ef09974215b9d96a064b4049bd,

title = "On the inefficiency of portfolio insurance and caveats to the mean/ downside-risk framework",

author = "A. Lucas and C.L. Dert",

year = "1998",

language = "English",

series = "VU Research Memorandum",

publisher = "FEWEB",

number = "1998-57",

type = "WorkingPaper",

institution = "FEWEB",

}