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
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)
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Persistent link: https://EconPapers.repec.org/RePEc:bit:bsrysr:v:7:y:2016:i:1:p:59-80
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