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Title:Wertsicherungsstrategien für das Asset Management PDF Logo
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
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

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