2009•Unpublished venueRequires access

Reflections on Portfolio Insurance, Portfolio Theory, and Market Simulation with Harry Markowitz

Bruce I. Jacobs, Kenneth N. Levy

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Key concepts: Portfolio insurance, Portfolio, Post-modern portfolio theory, Modern portfolio theory, Replicating portfolio, Portfolio optimization, Application portfolio management, Crash

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Reflections on Portfolio Insurance, Portfolio Theory, and Market Simulation with Harry Markowitz — Research Paper | ScholarLens