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Hedging with options, overall performance, risks & chances. Are protective puts suitable to get through difficult market environments

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Detalhes bibliográficos
Resumo:High inflation, the war, job layoffs, the energy crisis and other events recently reminded investors of the risks that investing into the stock market bears. But how to behave in such difficult times? Sell risky assets at the current price to limit further losses and shift towards safer investments like bonds? This Paper is concerned with an investigation of whether a specific hedging strategy using options is a solution to get through difficult market environments.
Autores principais:Levites, Robert
Assunto:Portfolio management Asset management Portfolio choice Sset allocation Hedging
Ano:2023
País:Portugal
Tipo de documento:dissertação de mestrado
Tipo de acesso:acesso embargado
Instituição associada:Universidade Nova de Lisboa
Idioma:inglês
Origem:Repositório Institucional da UNL
Descrição
Resumo:High inflation, the war, job layoffs, the energy crisis and other events recently reminded investors of the risks that investing into the stock market bears. But how to behave in such difficult times? Sell risky assets at the current price to limit further losses and shift towards safer investments like bonds? This Paper is concerned with an investigation of whether a specific hedging strategy using options is a solution to get through difficult market environments.