Portfolio insurance and volatility
By: byRüdiger Frey & Alexander Stremme.
Contributors: Stremme, Alexander.
Series: Financial markets discussion paper series / London School of Economics, Financial Markets Group -- no.188; Financial markets discussion paper (London School of Economics, Financial Markets Group) -- no.188.
Publisher: London School of Economics, Financial Markets Group
Published: 1994
Place of publication: London
Language: eng