Wertsicherungsstrategien für das Asset Management

Abstract

The aim of portfolio insurance strategies is to put a floor on the value of a stock portfolio by progressively selling stocks and buy safe, short-term debt securities as stock prices fall. This paper analyzes the current static and dynamic methods in use and explains their pros and cons. --static and dynamic portfolio insurance strategy,stop loss strategy,protective put strategy,bond call strategy,synthetic put strategy,covered short call strategy,constant proportion portfolio insurance