An empirical analysis of alternative portfolio insurance strategies in international asset management

Portfolio Insurance is the name given to a wide variety of asset allocation strategies used to control investment risk in portfolios of various asset classes. Portfolio insurance provides downside protection without limiting the potential for upside gains. The success of domestic portfolio insurance...

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Bibliographic Details
Main Author: Yau, Jot Kai Hong
Language:ENG
Published: ScholarWorks@UMass Amherst 1988
Subjects:
Online Access:https://scholarworks.umass.edu/dissertations/AAI8906354