Performance of Portfolio Insurance Strategies : Evidence from Turkey

@inproceedings{Hakan2010PerformanceOP,
  title={Performance of Portfolio Insurance Strategies : Evidence from Turkey},
  author={Er Hakan and Hande Erdogan Aktan},
  year={2010}
}
In this study, we compare the performances of the two standard portfolio insurance methods: the Option Based Portfolio Insurance (OBPI) and the Constant Proportion Portfolio Insurance (CPPI). In prior works, data on many established markets were utilised to investigate this issue. There have also been many empirical studies of portfolio insurance (PI) utilising emerging market data. However, we are not aware of an application PI on Turkish data. This is where our study contributes to PI… CONTINUE READING

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