Put Option Portfolio Insurance vs. Asset Allocation

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Advances in Quantitative Analysis of Finance and Accounting
Volume	17
State	Published - Jan 1 2009

Disciplines

@article{8352f852a30a4ef1a1e89d35c1b8fd13,

title = "Put Option Portfolio Insurance vs. Asset Allocation",

keywords = "Option, Portfolio insurance, Asset allocation",

author = "Hatem, \{John J.\} and Ken Johnston",

year = "2009",

month = jan,

day = "1",

language = "American English",

volume = "17",

journal = "Advances in Quantitative Analysis of Finance and Accounting",

}

TY - JOUR

T1 - Put Option Portfolio Insurance vs. Asset Allocation

AU - Hatem, John J.

AU - Johnston, Ken

PY - 2009/1/1

Y1 - 2009/1/1

KW - Option

KW - Portfolio insurance

KW - Asset allocation

UR - https://digitalcommons.georgiasouthern.edu/finance-facpubs/35

M3 - Article

VL - 17

JO - Advances in Quantitative Analysis of Finance and Accounting

JF - Advances in Quantitative Analysis of Finance and Accounting

ER -