A stop loss approach to portfolio insurance
Ron Bird (),
Davis Dennis and
Published Paper Series from Finance Discipline Group, UTS Business School, University of Technology, Sydney
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
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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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