Year
2003
Authors
LONGIN François, ABOU SALEH D., LACOSTE V.
Abstract
This article deals with guaranteed funds, and especially funds which provide at maturity a guarantee of the capital invested. It presents two management methods: the option method and the cushion method.
ABOU SALEH, D., LACOSTE, V. et LONGIN, F. (2003). Term Capital-guaranteed Fund Management: The Option Method vs. The Cushion Method. Dans: Proceedings of AFFI – Lyon 2003. ISFA Lyon.