|
EconStor >
Frankfurt School of Finance and Management, Frankfurt a. M. >
Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/27822
|
| | |
| Title: | | Wertsicherungsstrategien für das Asset Management  |
| Authors: | | Kluß, Norbert Bayer, Marcus Cremers, Heinz |
| Issue Date: | | 2005 |
| Series/Report no.: | | Arbeitsberichte der Hochschule für Bankwirtschaft 62 |
| Abstract: | | The 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. |
| Subjects: | | 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 |
| JEL: | | G10 G11 G19 |
| Persistent Identifier of the first edition: | | urn:nbn:de:101:1-20080825114 |
| Document Type: | | Working Paper |
| Appears in Collections: | | Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management
|
| |
| | |
Download bibliographical data as:
BibTeX
|
| |
Share on:http://hdl.handle.net/10419/27822
|
Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.
|