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Business, general

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Option portfolio strategies: measurement and evaluation

Article Abstract:

Although options are a well-known way to make the returns from investment strategies more flexible, it is much more difficult to delineate the effect of option portfolio strategies and to evaluate their performance. An approximation algorithm is used to pinpoint the main characteristics of option portfolio strategies. Methods of measuring performance of strategies are discussed, as well as the problems which come up when evaluation techniques are applied to portfolios with option positions.

Author: Bookstaber, Richard, Clarke, Roger
Publisher: University of Chicago Press
Publication Name: The Journal of Business
Subject: Business, general
ISSN: 0021-9398
Year: 1984
Analysis, Evaluation, Portfolio management, Options (Finance)

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Livestock revenue insurance

Article Abstract:

Several versions of a type of livestock revenue insurance are designed and then comparied to options and futures, based on producer welfare, premiums, and program efficiency. The policies are competitive but ranked lower than futures and options.

Author: Hart, Chad E., Babcock, Bruce A., Hayes, Dernot J.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2001
Insurance, Insurance Carriers and Related Activities, Livestock, Except Dairy and Poultry, Cattle Ranching and Farming, INSURANCE CARRIERS, Livestock Farms, Product development, Livestock industry

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Portfolio insurance trading rules

Article Abstract:

Insurance services for investment portfolios and hedging are discussed in detail. Risk management and hedging technology are the two fronts of portfolio insurance that are moving the fastest.

Author: Bookstaber, Richard, Langsam, Joseph A.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2000
Direct Property and Casualty Insurance Carriers, Surety insurance, Financial Guaranty Insurance, Models, Services, Hedging (Finance), Portfolio insurance

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Subjects list: Statistical Data Included, United States, Insurance industry, Insurance
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