Portfolio insurance : the extreme value approach to the CPPI method Prigent Jean-Luc, P. Bertrand , Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications, First Edition. Edited by François Longin. Published 2017 by John Wiley & Sons, Inc., 2017
Contribution à un livre
- 2017
Pellegrino Rossi : a Ricardian at the Collège de France ? Béraud Alain, Economic Analyses in Historical Perspective, Cardoso, Kurz and Steiner (eds.), Abingdon and Nex York: Routledge, p.62-70, 2017
Crime and Punishment Jean-Baptiste Fleury , Encyclopedia of Law and Economics, Ed. Alain Marciano and Giovanni Battista Ramello, Springer, 2017