Underestimation of Portfolio Insurance and the Crash of October 1987
Charles J. Jacklin, Allan W. Kleidon and Paul Pfleiderer
- 期刊名称The Review of Financial Studies
- 作者Charles J. Jacklin, Allan W. Kleidon and Paul Pfleiderer
- 卷第5卷
- 期第1期
- 印刷ISSN0893-9454
- 电子ISSN1465-7368
- 文件大小723.72KB
- 发表时间1992
- DOI10.2307/2962012
- 页码35-63