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A stop loss approach to portfolio insurance

Ron Bird (), Davis Dennis and Mark Tippett

Published Paper Series from Finance Discipline Group, UTS Business School, University of Technology, Sydney

Abstract: A way to overcome errors in estimating volatility and excessive dependence on the path of the portfolio's value during the insurance period.

Pages: 6 pages
Date: 1990-01-01
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Published in: Bird, R., Dennis, D. and Tippett, M., 1988, "A stop loss approach to portfolio insurance", Journal Of Portfolio Management, 15(1), 35-40.

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Persistent link: https://EconPapers.repec.org/RePEc:uts:ppaper:1990-1

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