Who Can Portfolio Insurance Strategies Attract? Mapping Solutions to Investors

2017 ◽  
Author(s):  
Raquel M. Gaspar ◽  
Paulo Silva
Keyword(s):  
Portfolio Insurance

Assessing the Costs of Portfolio Insurance

1987 ◽  
Vol 43 (3) ◽  
pp. 27-37 ◽  
Author(s):  
Richard J. Rendleman ◽  
Richard W. McEnally
Keyword(s):  
Portfolio Insurance

Omega Performance Measure and Portfolio Insurance

2010 ◽  
Author(s):  
Philippe Bertrand ◽  
Jean-Luc Prigent
Keyword(s):  
Performance Measure ◽  
Portfolio Insurance

Portfolio Insurance with Adaptive Protection (PIWAP)

2015 ◽  
Author(s):  
Frannois Soupp ◽  
Thomas Heckel ◽  
Raul Leote de Carvalho
Keyword(s):  
Portfolio Insurance ◽  
Adaptive Protection

The Equity Premium: Explained by GDP Growth and Consistent with Portfolio Insurance

2003 ◽  
Author(s):  
Christophe Faugere ◽  
Julian Van Erlach
Keyword(s):  
Equity Premium ◽  
Gdp Growth ◽  
Portfolio Insurance

scholarly journals Portfolio Insurance and Other Investor Fashions as Factors in the 1987 Stock Market Crash

1988 ◽  
Vol 3 ◽  
pp. 287-297 ◽  
Author(s):  
Robert J. Shiller
Keyword(s):  
Stock Market ◽  
Portfolio Insurance ◽  
Stock Market Crash

Equilibrium analysis of one aggressive investment strategy

2014 ◽  
Vol 01 (04) ◽  
pp. 1450036
Author(s):  
Junya Jiang ◽  
Weidong Tian
Keyword(s):  
Investment Strategy ◽  
Equilibrium Analysis ◽  
Portfolio Insurance ◽  
Conservative Strategy ◽  
Investment Opportunities ◽  
High Return

This paper presents an equilibrium analysis of one type of aggressive investment strategy that ensures a high return subject to accepting risk. We focus on the comparison between this aggressive strategy and a relatively conservative strategy — portfolio insurance. We demonstrate that the aggressive strategy enlarges investment opportunities, and that the market behaves more stable with the presence of aggressive investors than the market with conservative investors only.

On the Optimality of Portfolio Insurance

1985 ◽  
Vol 40 (5) ◽  
pp. 1341-1352 ◽  
Author(s):  
SIMON BENNINGA ◽  
MARSHALL BLUME
Keyword(s):  
Portfolio Insurance

scholarly journals Dynamic portfolio insurance strategies: risk management under Johnson distributions

2016 ◽  
Vol 262 (2) ◽  
pp. 605-629
Author(s):  
Naceur Naguez
Keyword(s):  
Risk Management ◽  
Portfolio Insurance ◽  
Dynamic Portfolio
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