haku: @author Gould, F. J. / yhteensä: 2
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Tekijä: | Garcia, C. B. Gould, F. J. |
Otsikko: | An empirical study of portfolio insurance. |
Lehti: | Financial Analysts' Journal
1987 : JUL/AUG, VOL. 43:4, p. 44-54 |
Asiasana: | PORTFOLIO MANAGEMENT RETURN ON INVESTMENT STOCK MARKETS INSURANCE |
Kieli: | eng |
Tiivistelmä: | A review of the predictability of capturing upside moves in the equity market to ensure a minimal level of return through conventional portfolio insurance strategies, transaction costs, the distributions of shortfalls and excesses, the avoidance of these, and protection of the investor against drops in market value. Various Tables and equations accompany the analysis which also tackles the issue of how often a hedged portfolio should be rebalanced. |
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