Theory and Practice of Portfolio Insurance

To limit the maximum loss of a portfolio, investment strategies can be enhanced by adding a portfolio insurance component. We have analyzed various portfolio insurance strategies – from the static stop-loss concept to option-based strategies and dynamic portfolio insurance strategies. The findings suggest that an active approach on the basis of dynamic risk forecasts is an effective alternative

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Year of publication:	2017
Authors:	Kolrep, Martin
Other Persons:	Lohre, Harald (contributor) ; Happersberger, David (contributor)
Publisher:	[2017]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| Portfolio-Management \| Portfolio selection \| Hedging

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Extent:	1 Online-Ressource (8 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Risk & Reward, 2017, 2nd issue, pp. 4-9 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 13, 2017 erstellt
Classification:	c58 ; G11 - Portfolio Choice
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012952904