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Black F, Jones (1987) Simplifying Portfolio Insurance. Journal of Portfolio Management. 13: 48–51. Cagetti M, Hansen L P, Sargent T, Williams N (2002) ...

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Journal of Pension. Planning & Compliance 23 (1998). 2. Black, F. and Jones, R.: Simplifying portfolio insurance. Journal of Portfolio Management. (1987) ...

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Black, F. and Jones, R. (1987) Simplifying portfolio insurance,. Journal of Portfolio Management, 14, 48±51. Feldstein, M. and Green, J. (1983) Why do ...

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University Press). Black, F. and Jones, R. (1987) Simplifying portfolio insurance. The Journal of Portfolio Management, 14(1), pp. 48–51. ...

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Black F, Jones (1987) Simplifying portfolio insurance. Journal of Portfolio Manage- ment 13 (Fall): 48-51. 7. Cagetti M, Hansen L P, Sargent T, ...

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Black, Fischer, and Robert Jones. “Simplifying Portfolio Insurance.” Journal of Portfolio. Management, Fall 1987, 48-51. Black, Fischer, and André F. Perold ...

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Black, F and Jones, R., Simplifying portfolio insurance, Journal of. Portfolio Management, Fall 1987, p. 48-S 1. Brennan, M. and Schwartz, E., ...

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Black F. and R. Jones, (1987), “Simplifying Portfolio Insurance“, Journal of Portfolio Management,. Fall, 48-51. Black F. and A. Perold, (1992), ...

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CPPI, Finance 26. Black, F., and R. Jones, 1987, Simplifying Portfolio Insurance, The Journal of Port- folio Management 14. Black, F., and A. F. Perold, ...

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Black, F., and R.Jones, 1987, "Simplifying Portfolio Insurance," Journal of Portfolio Management,. 14, 48-51. Black, F., and M. Scholes, 1973, "The Pricing ...

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Fischer Black, John Campbell, Douglas Diamond, Rob Engle, Charles Good- .... We have also made the simplifying assumption that agents in one market ..... Jones Index, for London the Financial Times 30 Share Index, and for ..... because markets without formal portfolio insurance fell as much as ...

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Black F, Jones (1987) Simplifying portfolio insurance. Journal of Portfolio Manage- ment 13 (Fall): 48-51. 6. Cagetti M, Hansen L P, Sargent T, ...

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Black, Fisher and Robert Jones [1988]: "Simplifying Portfolio Insurance", The Journal of. Portfolio Management, Summer, pp. 48-51 ...

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Black, F and Jones, R., 1987, Simplifying Portfolio Insurance, Journal of Portfolio. Management, Fall, p. 48-51. • Black, F., and A. Perold, 1992, ...

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Black, F. and Jones, R. (1987) 'Simplifying portfolio insurance',. The Journal of Portfolio Management, pp.48–51. Breiman, L. (1960) 'Investment policies ...

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by GY WangBlack, F and R.Jones (1988)," simplifying Portfolio Insurance for Corporate Pension. Plans", Journal of Portfolio Management, Summer,pp.33-37. ...

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8 Sep 2005 ... 1 Black, F., and R. Jones, "Simplifying Portfolio Insurance," Journal of Portfolio Management (1987). 2 Other terms may also be used; ...

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BLACK F., JONES R (1988): Simplifying portfolio insurance for corporate pension plans. Journal of Portfolio Management 14 (4), 33-37. 8. BLAKE D. (1998): ...

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by S AttaouiGuide to Dynamic Hedging (Wiley). ► Black F. and R. Jones (1987). Simplifying portfolio insurance. Journal of Portfolio Management, 48-51. ...

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Black, F., and R. Jones? "simplifying Portfolio Insurance,'. Goldman Sachs Research Report, August 1986. Brennan, M., and E. Schwartz, "Stationary Portfolio ...

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