Wertsicherungsstrategien für das Asset Management
AbstractThe aim of portfolio insurance strategies is to put a floor on the value of a stock portfolio by progressively selling stocks and buy safe, short-term debt securities as stock prices fall. This paper analyzes the current static and dynamic methods in use and explains their pros and cons. --
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Bibliographic InfoPaper provided by Frankfurt School of Finance and Management in its series Frankfurt School - Working Paper Series with number 62.
Date of creation: 2005
Date of revision:
static and dynamic portfolio insurance strategy; stop loss strategy; protective put strategy; bond call strategy; synthetic put strategy; covered short call strategy; constant proportion portfolio insurance;
Find related papers by JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G19 - Financial Economics - - General Financial Markets - - - Other
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