Theory of constant proportion portfolio insurance
By: by Fischer Black and André F. Perold
Series: Working paper / Division of Research, Harvard Business School -- 90-028; Working paper (Harvard University. Graduate School of Business Administration. Division of Research) -- HBS 90-028
Publisher: Division of Research, Harvard Business School
Published: 1989
Place of publication: [Boston, MA] (Soldiers Field, Boston MA 02163)
Language: eng
Number of pages: 32
Subjects: Portfolio management
Notes: "September 1989."

Bibliography: p. 32.