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| Author: | Hill, J. M. Jones, F. J. |
| Title: | Equity trading, program trading, portfolio insurance, computer trading and all that. |
| Journal: | Financial Analysts' Journal
1988 : JUL/AUG, VOL. 44:4, p. 29-38 |
| Index terms: | STOCK MARKETS STOCK EXCHANGES ELECTRONIC DATA PROCESSING |
| Language: | eng |
| Abstract: | Portfolio insurance as a momentum strategy and how compared to value-based strategies, such momentum strategies have an element of market instability. The analysis covers programme trading, strategies, portfolio insurance, directional effects and computer trading. Six Tables are given: programme trade applications, technique, portfolio insurance and the effects of various strategies. |
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