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Study of relative performance of portfolio insurance strategies : option based portfolio insurance versus constant proportion portfolio insurance

Ismeet Kaur

Study of relative performance of portfolio insurance strategies : option based portfolio insurance versus constant proportion portfolio insurance - Department of Business Management - Ludhiana PAU 2012 - 29cm, ; 38

In this study, performances of the two standard portfolio insurance methods: the option based portfolio insurance (OBPI) and the constant proportion portfolio insurance (CPPI) are compared. The study was carried out by using S & P CNX Nifty. Initial inves

Subjects--Topical Terms:
OBPI

Subjects--Index Terms: CALL OPTION CPPI INSURANCE OBPI PUT OPTION

Dewey Class. No.: T 368 I-8S

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