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
|