The Economics of Financial Markets presents a concise overview of capital markets, suitable
for advanced undergraduates and for beginning graduate students in financial economics …

This paper evaluates the performance of the stop-loss, synthetic put and constant proportion
portfolio insurance techniques based on a block-bootstrap simulation. We consider not only …

Security Analysis, Portfolio Management, and Financial Derivatives integrates the many
topics of modern investment analysis. It provides a balanced presentation of theories …

This chapter provides an overview of new life insurance financial products. After a general
market overview, Sect. 36.2 presents different forms of traditional and innovative life …

The aim of this paper is to compare pricing and performance of mutual funds with two types
of guarantees: a lookback guarantee and an interest rate guarantee. In a simulation analysis …

Wertsicherungsstrategien erlauben eine Begrenzung potenzieller Verluste aus
Aktienanlagen bei gleichzeitiger Teilnahme an Kurszuwächsen. In diesem Buch werden die …

We examine the empirical results from implementation of portfolio insurance strategies
employing currency spot and futures options. Hypotheses are generated from Ogden and …

Uta Elisabeth Hagen untersucht Zielsetzung, Methodik und Einsatzmöglichkeiten von
Portfolio-Insurance-Konzepten. Sie präsentiert umfangreiche Erkenntnisse zu speziellen …

Abstract The Derivatives Sourcebook is a citation study and classification system that
organizes the many strands of the derivatives literature and assigns each citation to a …

Like any other form of insurance, portfolio insurance is designed to eliminate downside risk.
It is equivalent to a portfolio of securities plus an insurance policy that guarantees the …