Arbeitspapier
Wertsicherungsstrategien für das Asset Management
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.
- Sprache
-
Deutsch
- Erschienen in
-
Series: HfB - Working Paper Series ; No. 62
- Klassifikation
-
Wirtschaft
General Financial Markets: General (includes Measurement and Data)
Portfolio Choice; Investment Decisions
General Financial Markets: Other
- Thema
-
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
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Kluß, Norbert
Bayer, Marcus
Cremers, Heinz
- Ereignis
-
Veröffentlichung
- (wer)
-
HfB - Business School of Finance & Management
- (wo)
-
Frankfurt a. M.
- (wann)
-
2005
- Handle
- URN
-
urn:nbn:de:101:1-20080825114
- Letzte Aktualisierung
-
10.03.2025, 11:46 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Kluß, Norbert
- Bayer, Marcus
- Cremers, Heinz
- HfB - Business School of Finance & Management
Entstanden
- 2005
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