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Constant Proportion Portfolio Insurance Strategy in Southeast European Markets

Agić-Šabeta Elma ()
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Agić-Šabeta Elma: Bosna Bank International, Bosnia and Herzegovina

Business Systems Research, 2016, vol. 7, issue 1, 59-80

Abstract: Background: In today’s highly volatile and unpredictable market conditions, there are very few investment strategies that may offer a certain form of capital protection. The concept of portfolio insurance strategies presents an attractive investment opportunity.

Keywords: investments; portfolio insurance; constant proportion portfolio insurance; Monte Carlo simulations; interest rate models (search for similar items in EconPapers)
JEL-codes: C15 G12 (search for similar items in EconPapers)
Date: 2016
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Handle: RePEc:bit:bsrysr:v:7:y:2016:i:1:p:59-80