Portfolio insurance - Is it relevant?

Wong, Wan Loi (1991) Portfolio insurance - Is it relevant? The University of Queensland:

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Author Wong, Wan Loi
Title of report Portfolio insurance - Is it relevant?
Formatted title

Publication date 1991
Place of publication The University of Queensland
Total pages 59
Language eng
Subjects 1503 Business and Management
Formatted abstract
      In this paper, literature are reviewed in order to address the problem of who needs portfolio insurance and identify the popular trading strategies which are used to implement portfolio insurance. And then strength and weaknesses of each strategy are discussed.

      After discussing different strategies, problems of portfolio insurance are discussed.

      A whole chapter is devoted to discuss which factors are important in considering a portfolio insurance program. Also, the dynamic trading strategies which are introduced in previous chapters are applied to international markets. And then the relationship between portfolio insurance and the 1987 U.S. Stock Market Crash, although still not clear, is discussed.

      Finally, a conclusion: Portfolio insurance is not really insurance in the ordinary sense, but rather a set of hedging strategies only, is reached.

Document type: Research Report
Collection: MBA reports
Citation counts: Google Scholar Search Google Scholar
Created: Mon, 20 Dec 2010, 14:11:10 EST by Muhammad Noman Ali on behalf of The University of Queensland Library