1540-6261/asset/cover.gif?v=1&s=5192ce61b1e4bde927ebc2df55b44b4da55ef137 "The Journal of Finance")
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.
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On the Optimality of Portfolio Insurance
Article first published online: 30 APR 2012
DOI: 10.1111/j.1540-6261.1985.tb02386.x
1985 The American Finance Association
Additional Information
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
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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.
Publication History
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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