Jerusalem School of Business, Hebrew University, Israel and the Finance Department, The Wharton School, University of Pennsylvania, respectively. We wish to thank Gunther Francke, Bruce Jacobs, and Richard Rogalski for helpful discussions on this topic. All errors are, of course, ours.
On the Optimality of Portfolio Insurance
Version of Record online: 30 APR 2012
© 1985 the American Finance Association
The Journal of Finance
Volume 40, Issue 5, pages 1341–1352, December 1985
How to Cite
BENNINGA, S. and BLUME, M. (1985), On the Optimality of Portfolio Insurance. The Journal of Finance, 40: 1341–1352. doi: 10.1111/j.1540-6261.1985.tb02386.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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