| Original language | English |
|---|---|
| Place of Publication | Amsterdam |
| Publisher | FEWEB |
| Number of pages | 22 |
| Publication status | Published - 1998 |
Publication series
| Name | VU Research Memorandum |
|---|---|
| No. | 1998-57 |
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On the inefficiency of portfolio insurance and caveats to the mean/ downside-risk framework
- A. Lucas
- , C.L. Dert
Research output: Working paper / Preprint › Working paper › Professional
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