Portfolio Insurance

GPTKB entity

Statements (28)
Predicate Object
gptkbp:instanceOf Financial Strategy
gptkbp:alternativeTo Protective Put
gptkbp:appliesTo Institutional Investors
Equity Portfolios
gptkbp:component Constant Proportion Portfolio Insurance (CPPI)
Option-Based Portfolio Insurance (OBPI)
gptkbp:developedBy gptkb:John_O'Brien
gptkb:Mark_Rubinstein
gptkb:Hayne_Leland
gptkbp:effect Can Amplify Market Downturns
gptkbp:goal Participate in Upside Potential
Preserve Capital
https://www.w3.org/2000/01/rdf-schema#label Portfolio Insurance
gptkbp:introducedIn 1976
gptkbp:method Dynamic Hedging
Use of Derivatives
gptkbp:popularizedBy 1980s
gptkbp:purpose Limit Downside Risk
gptkbp:regulates Subject to SEC Oversight
gptkbp:relatedTo gptkb:Black_Monday_(1987)
Options
Futures Contracts
gptkbp:riskFactor Liquidity Risk
Execution Risk
Model Risk
gptkbp:usedIn gptkb:Investment_Management
gptkbp:bfsParent gptkb:Börsenkrach_1987
gptkbp:bfsLayer 7