Portfolio insurance has become a craze among institutional investors: over the past ten years, the value of assets managed under this strategy has grown from zero to more than -50 billion. This guide offers complete coverage and practical advice on every aspect of the subject.

Portfolio insurance has become a craze among institutional investors: over the past ten years, the value of assets managed under this strategy has grown from zero to more than -50 billion.

Donald Luskin (born April 1954) is Chief Investment Officer for Trend Macrolytics LLC, a. .

He has published three books, Index Options and Futures: The Complete Guide, Portfolio Insurance: A Guide to Dynamic Hedging and I Am John Galt: Today's Heroic Innovators Building the World and the Villainous Parasites Destroying It (co-author Andrew Greta). He also wrote a blog, "The Conspiracy to Keep You Poor and Stupid," based on the title of his. as-yet unpublished book.

Portfolio Insurance book. Goodreads helps you keep track of books you want to read. Start by marking Portfolio Insurance: A Guide to Dynamic Hedging as Want to Read: Want to Read savin. ant to Read.

oceedings{, title {Portfolio insurance : a guide to dynamic hedging}, author {Donald L. Luskin} . Luskin}, year {1988} }. Donald L. Luskin. Portfolio insurance has become a craze among institutional investors: over the past ten years, the value of assets managed under this strategy has grown from zero to more than -50 billion. It clearly defines the characteristics of portfolio insurance, providing background on its history and the theory of hedging, going on to describe how to implement a hedging strategy, how to fit portfolio insurance into.

Book Publishing WeChat. TITLE: On the Stochastic Dominance of Portfolio Insurance Strategies. and Rubinstein, M. (1976) The Evolution of Portfolio Insurance. AUTHORS: Hela Maalej, Jean-Luc Prigent. KEYWORDS: Stochastic Dominance, Portfolio Insurance, CPPI, OBPI, Barret and Donald Test. JOURNAL NAME: Journal of Mathematical Finance, Vo. N., February 5, 2016. ABSTRACT: This paper compares the performance of the two main portfolio insurance strategies, namely the Option-Based Portfolio Insurance (OBPI) and the Constant Proportion Portfolio Insurance (CPPI).

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Items related to Portfolio Insurance: A Guide to Dynamic Hedging. Portfolio Insurance: A Guide to Dynamic Hedging. ISBN 13: 9780471858492.

Currency hedging strategies for internationally diversified equity portfolios The evolution of portfolio insurance. In D. L. Luskin (E., Portfolio insurance: A guide to dynamic hedging. Lien, . & Tse, Y. K. (2001).

Currency hedging strategies for internationally diversified equity portfolios. Journal of Portfolio Management, 17, 30–32. CrossRefGoogle Scholar. Ekeland, . & Turnbull, T. (1983). The evolution of portfolio insurance.

So portfolio insurance seemed a product that would have considerable appeal.

The financial product known as portfolio insurance was born the night of September 11, 1976. Hayne Leland had recently returned from France, and had been lamenting the weakness of the dollar. So portfolio insurance seemed a product that would have considerable appeal. The only problem was how to provide it. Clearly, the parallels with regular insurance were limited. While the form of an insurance contract might look familiar⎯an assured value in return for a premium⎯the manner in which it would be provided would have to be quite different.