On the optimality of path-dependent structured funds: The cost of standardization

Philippe Bertrand and Jean-Luc Prigent

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Date: 2019-08
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Published in European Journal of Operational Research, 2019, 277 (1), pp.333-350. ⟨10.1016/j.ejor.2019.02.003⟩

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Journal Article: On the optimality of path-dependent structured funds: The cost of standardization (2019)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-02492961

DOI: 10.1016/j.ejor.2019.02.003

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