Demand for Portfolio Insurance and Index Option Prices

Kaushik  Amin; Joshua D. Coval; H. Nejat  Seyhun

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Article | Journal of Business | October 2004

Demand for Portfolio Insurance and Index Option Prices

by Kaushik Amin, Joshua D. Coval and H. Nejat Seyhun

Keywords: Insurance; Price;

Format: Print

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Citation:

Amin, Kaushik, Joshua D. Coval, and H. Nejat Seyhun. "Demand for Portfolio Insurance and Index Option Prices." Journal of Business 77, no. 4 (October 2004).

About the Author

Joshua D. Coval

Jay O. Light Professor of Business Administration

Finance

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Demand for Portfolio Insurance and Index Option Prices

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