Philippe Bertrand, Jean-Luc Prigent. On the optimality of path-dependent structured funds: The cost of standardization. European Journal of Operational Research, 277(1):333-350, 2019. [doi]
@article{BertrandP19,
title = {On the optimality of path-dependent structured funds: The cost of standardization},
author = {Philippe Bertrand and Jean-Luc Prigent},
year = {2019},
doi = {10.1016/j.ejor.2019.02.003},
url = {https://doi.org/10.1016/j.ejor.2019.02.003},
researchr = {https://researchr.org/publication/BertrandP19},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {277},
number = {1},
pages = {333-350},
}