A stop loss approach to portfolio insurance

Ron Bird; Davis Dennis; Mark Tippett

doi:10.3905/jpm.1988.409178

Primary Article

A stop loss approach to portfolio insurance

Ron Bird, Davis Dennis and Mark Tippett

The Journal of Portfolio Management Fall 1988, 15 (1) 35-40; DOI: https://doi.org/10.3905/jpm.1988.409178

Ron Bird

A Consultant at Towers, Perrin, Forster, and Crosby in Melbourne, Australia (3000), and Professor of Finance at the Australian National University (2601).

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Davis Dennis

An Executive in the Financial Research and Development Department of the Macquarie Bank in Sydney, Australia (2000).

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Mark Tippett

A Reader in Finance and Accounting at the Australian National University in Canberra (2601). They gratefully acknowledge the comments of Mark Rubinstein on an earlier draft of this paper.

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The Journal of Portfolio Management

Vol. 15, Issue 1

Fall 1988

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A stop loss approach to portfolio insurance