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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
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

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