Efficiency, Risk Aversion and Portfolio Insurance

An Analysis of Financial Asset Portfolios Held by Investors in the United Kingdom

Bibliographic Data

ID9703961
AuthorsDavid Blake (0000-0002-2453-2090, Birkbeck, University of London, corresponding author)
Year1996
Volume106
Issue438
Pages1175
Publication date1996-09-01
Peer ReviewedYes
Open AccessNo
TypeARTICLE
VenueThe Economic Journal (JOURNAL)
Journal identifiersISSN: 0013-0133 • E-ISSN: 1468-0297
PublisherOxford University Press (OUP) (PUBLISHER)
DOI10.2307/2235514
OpenAlexW1972887806
LanguageEN
Citations received5
References cited11

Journal Article Efficiency, Risk Aversion and Portfolio Insurance: An Analysis of Financial Asset Portfolios Held by Investors in the United Kingdom Get access David Blake David Blake Birkbeck College Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 106, Issue 438, 1 September 1996, Pages 1175–1192, https://doi.org/10.2307/2235514 Published: 01 September 1996

Actuarial science · Asset (computer security · Capital asset pricing model · Economics · Expected utility hypothesis · Financial economics · Portfolio · Portfolio insurance · Portfolio optimization · Replicating portfolio · Risk aversion (psychology · Computer Science · Finance · Financial Markets and Investment Strategies · Housing Market and Economics · Insurance and Financial Risk Management

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