The Impact of Large Portfolio Insurers on Asset Prices

• 1 December 1993
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 48  (5) , 1943-1955
• https://doi.org/10.2307/2329074

Abstract

Keywords

• PORTFOLIO INSURERS
• VOLATILITY
• INSURERS IN A MARKET
• INSURANCE
• IMPACT OF LARGE
• LARGE PORTFOLIO
• ASSET PRICES
• PRICING
• SIMPLE MODEL