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Book chapters (1997), Encyclopédie des marchés financiers, Economica, pp. 140-165

L'assurance de portefeuille

Description of the main portfolio-insurance policies aiming to ensure a minimum portfolio value (in the case of adverse stock movements) and to obtain a positive return (in the favorable cases) : stop-loss , option-based portfolio insurance (OBPI) , constant proportion portfolio insurance (CPPI) , active and passive immunization.

PONCET, P. and PORTAIT, R. (1997). L'assurance de portefeuille. In: Encyclopédie des marchés financiers. 1st ed. Economica, pp. 140-165.