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I prodotti a capitale garantito
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I prodotti a capitale garantito

Emiliano Laruccia and Valter Lazzari
pp.1-30
Liuc papers, 132, Università Carlo Cattaneo - LIUC
2003

Abstract

We investigate financial strategies designed to ensure a minimum amount of final wealth and perform a comparative analysis of their risk-return profile. The risk dimension is not confined to market risk but it also covers liquidity risk and market risk. The choice of key parameter values is crucial in offering a successful portfolio insurance scheme.
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