search query: @author McEnally, R. W. / total: 6
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| Author: | Rendleman, R. J. Jr. McEnally, R. W. |
| Title: | Assessing the costs of portfolio insurance. |
| Journal: | Financial Analysts' Journal
1987 : MAY/JUN, VOL. 43:3, p. 27-37 |
| Index terms: | FINANCIAL ANALYSIS PORTFOLIO MANAGEMENT INSURANCE INVESTMENT ANALYSIS |
| Language: | eng |
| Abstract: | A review of the bearing of portfolio insurance risk related to cost of coverage and cost of marketplace extracts, a comparison of the results from portfolio insurance with that of reasonable alternative portfolio management strategy, the maximization of the growth rate of the portfolio value over time, compounded rate of growth, the reduction of the economic cost of portfolio insurance and how high risk aversion offers optimal results. |
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