This paper examines whether and how the popularity of portfolio insurance strategies can be justified theoretically. The analysis employs three different return generating processes with and without stochastic volatility and jumps. We find that an investor with constant relative risk aversion...

We are investigating whether hedge fund indexing provide sufficient asset diversification for the private investors and decreased volatility. It is another way to gain access in the hedge fund industry. The traditional way was to invest in different hedge fund categories. Investing directly on...

We analyze long-term art auction sales data focusing on and around financial crisis periods with other investment returns to understand whether art can be considered a safe haven during volatile times or a hedging option in general by analyzing art auction data in a volatile emerging market. Our...

The paper titled “Hedging Strategy influence Derivative Investment on Investors”. Generally Speaking in India Derivative contracts have not been majorly focused by investors, because of certain myths in the minds of people. Therefore Derivative Investment is not taken largely as on...