Journal article

The Performance of Option-Based Portfolio Insurance on a Dividend Payment Stoc


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Publication Details

Author list: Paulina Nangolo, Elias Rabson Offen, Othusitse Basmanebothe

Publisher: Scientific Research

Publication year: 2023

Volume number: 13

Start page: 180

End page: 190

Number of pages: 11

ISSN: 2162-2434

eISSN: 2162-2442

Languages: English



Portfolio insurance is a type of hedging which is a dynamic investment strategy that is designed to guarantee the portfolio value at maturity or up to maturity to be greater or equal to a given lower bond (floor). We analyse the efficiency and the performance of option-based portfolio insurance, by employing two strategies to determine the numbers of stocks, put options, bond value and call options in such a way that the floor value is always protected. Furt


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Last updated on 2025-18-06 at 11:42