Robust Leveraged ETF Portfolios Extending Classic 40/60 Portfolios and Portfolio Insurance

2020 ◽  
Author(s):  
Mikhail Smirnov ◽  
Alexander Smirnov
Keyword(s):  
Portfolio Insurance ◽  
Leveraged Etf

Assessing the Costs of Portfolio Insurance

1987 ◽  
Vol 43 (3) ◽  
pp. 27-37 ◽  
Author(s):  
Richard J. Rendleman ◽  
Richard W. McEnally
Keyword(s):  
Portfolio Insurance

Portfolio Insurance with Adaptive Protection (PIWAP)

2015 ◽  
Author(s):  
Frannois Soupp ◽  
Thomas Heckel ◽  
Raul Leote de Carvalho
Keyword(s):  
Portfolio Insurance ◽  
Adaptive Protection

Equilibrium analysis of one aggressive investment strategy

2014 ◽  
Vol 01 (04) ◽  
pp. 1450036
Author(s):  
Junya Jiang ◽  
Weidong Tian
Keyword(s):  
Investment Strategy ◽  
Equilibrium Analysis ◽  
Portfolio Insurance ◽  
Conservative Strategy ◽  
Investment Opportunities ◽  
High Return

This paper presents an equilibrium analysis of one type of aggressive investment strategy that ensures a high return subject to accepting risk. We focus on the comparison between this aggressive strategy and a relatively conservative strategy — portfolio insurance. We demonstrate that the aggressive strategy enlarges investment opportunities, and that the market behaves more stable with the presence of aggressive investors than the market with conservative investors only.

On the Optimality of Portfolio Insurance

1985 ◽  
Vol 40 (5) ◽  
pp. 1341-1352 ◽  
Author(s):  
SIMON BENNINGA ◽  
MARSHALL BLUME
Keyword(s):  
Portfolio Insurance
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