Portfolio Insurance Strategies by a Large Trader

Aymeric Kalife
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Aymeric Kalife: DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique

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Keywords: Non linear market impact; bid-ask spread; insider trading (search for similar items in EconPapers)
Date: 2004-12-15
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Published in Quantitative Methods in Finance, Dec 2004, Sydney, Australia

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00163338

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