ON THE OPTIMALITY OF PORTFOLIO INSURANCE

被引：34

作者：

BENNINGA, S ^{[1
]}

BLUME, M ^{[1
]}

机构：

[1] UNIV PENN,WHARTON SCH,DEPT FINANCE,PHILADELPHIA,PA 19104

来源：

JOURNAL OF FINANCE | 1985年 / 40卷 / 05期

关键词：

D O I：

10.2307/2328116

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1341 / 1352

页数：12

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