𝔖 Bobbio Scriptorium
✦   LIBER   ✦

No "Best" Strategy for Portfolio Insurance

✍ Scribed by Mark Rubinstein, Richard Rendleman, Jr. and Richard McEnally


Book ID
124933907
Publisher
CFA Institute
Year
1987
Tongue
English
Weight
886 KB
Volume
43
Category
Article
ISSN
0015-198X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Do futures-based strategies enhance dyna
✍ Binh Huu Do; Robert W. Faff πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 113 KB

## Abstract In this paper we investigate the relative performance of two approaches to dynamic portfolio insurance: the synthetic put and the Constant Proportion Portfolio Insurance (CPPI). The investigation is conducted on the Australian market, over a sample period of 59 non‐overlapping quarters