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Abstract
In this master thesis we will state the sense and usefulness of portfolio insurance. We will
outline the potential advantages as well as limitations when deciding to implement such
strategies. We will take a close look at some well known insurance strategies and how to
properly implement them, as well as some basic facts that an investor should know in order to
be able to understand how each strategy works. An optimal portfolio will be constructed
according to Markowitz Portfolio theory, in which we will separately apply the previously
analyzed insurance strategies. This will be accomplished with real data from 01/01/2022 –
16/12/2022, a time period where the stock market experienced a large downward trend.
Afterwards, the results from the implementation of each strategy will be evaluated.
According to them, we will draw some conclusions as to which strategy secures the value of
the portfolio most effectively under similar economic conditions to those of the 2022 market
and we will mention some factors, which can affect the effectiveness of these strategies.
Postgraduate Studies Programme
Χρηματοοικονομική και Τραπεζική με ειδίκευση στη Χρηματοοικονομική και Τραπεζική ΔιοικητικήDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Χρηματοοικονομικής και Τραπεζικής ΔιοικητικήςNumber of pages
74Language
Greek
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Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 3.0 Ελλάδα
Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 3.0 Ελλάδα