Smart beta and CPPI performance

David Ardia, Kris Boudt, Marjan Wauters

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	31-65
Journal	Finance : Revue de l'Association Française de Finance
Volume	3
Publication status	Published - 2016

Keywords

@article{d74899eb4e92482ab7e828670cf64463,

title = "Smart beta and CPPI performance",

keywords = "Portfolio insurance, Smart beta, CPPI",

author = "David Ardia and Kris Boudt and Marjan Wauters",

year = "2016",

language = "English",

volume = "3",

pages = "31--65",

journal = "Finance : Revue de l'Association Fran{\c c}aise de Finance",

issn = "0752-6180",

}