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商品編號: 9-294-061 出版日期: 1994/02/09 作者姓名: Tufano, Peter;Kyrillos, Barbara B. 商品類別: Finance 商品規格: 23p 再版日期: 1995/09/15 地域: California 產業: Securities and investment banking;Insurance industry 個案年度: 1981 - 1987
商品敘述:
Leland O''Brien Rubinstein Associates, a small financial advisory firm founded in 1980, has created a successful business by selling a product commonly known as portfolio insurance. Portfolio insurance is a trading strategy that institutional investors use to establish a floor on the value of their equity portfolios, by essentially manufacturing a put option on a broad market index. The crash of 1987 highlights the flaws of this manufacturing process and forces principals of LOR to consider what to do next.
涵蓋領域:
Financial markets;Portfolio management;Risk management
相關資料:
, (9-296-068), 20p, by Peter Tufano;, (XLS573), 0p, by Peter Tufano, Barbara B. Kyrillos
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