{"id":"https://openalex.org/W585390010","doi":null,"title":"Portfolio insurance : a guide to dynamic hedging","display_name":"Portfolio insurance : a guide to dynamic hedging","publication_year":1988,"publication_date":"1988-01-01","ids":{"openalex":"https://openalex.org/W585390010","mag":"585390010"},"language":"en","primary_location":{"id":"mag:585390010","doi":null,"is_oa":false,"landing_page_url":"http://ci.nii.ac.jp/ncid/BA04003376","pdf_url":null,"source":{"id":"https://openalex.org/S4306464293","display_name":"Wiley eBooks","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"ebook platform"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Wiley eBooks","raw_type":null},"volume":null,"type":"book","indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5084980943","display_name":"Donald L. Luskin","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Donald L. Luskin","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5084980943"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":78,"citation_normalized_percentile":{"value":0.16523868,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":99},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12276","display_name":"Risk Management in Financial Firms","score":0.38179999589920044,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T12276","display_name":"Risk Management in Financial Firms","score":0.38179999589920044,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.24050000309944153,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.23659999668598175,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/portfolio-insurance","display_name":"portfolio insurance","score":1.0},{"id":"https://openalex.org/keywords/dynamic-hedging","display_name":"dynamic hedging","score":0.9980000257492065},{"id":"https://openalex.org/keywords/hedging-strategies","display_name":"hedging strategies","score":0.6330000162124634},{"id":"https://openalex.org/keywords/stock-index-futures","display_name":"stock index futures","score":0.7020000219345093},{"id":"https://openalex.org/keywords/options","display_name":"options","score":0.8709999918937683},{"id":"https://openalex.org/keywords/financial-futures","display_name":"financial futures","score":0.8820000290870667},{"id":"https://openalex.org/keywords/long-term-financial-planning","display_name":"long-term financial planning","score":0.9430000185966492},{"id":"https://openalex.org/keywords/performance-measurement","display_name":"performance measurement","score":0.8920000195503235},{"id":"https://openalex.org/keywords/institutional-investors","display_name":"institutional investors","score":0.9350000023841858}],"concepts":[{"id":"https://openalex.org/C128694398","wikidata":"https://www.wikidata.org/wiki/Q7231722","display_name":"Portfolio insurance","level":5,"score":0.9012511372566223},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.8108415007591248},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.7238162755966187},{"id":"https://openalex.org/C106306483","wikidata":"https://www.wikidata.org/wiki/Q183984","display_name":"Futures contract","level":2,"score":0.7041738033294678},{"id":"https://openalex.org/C21099588","wikidata":"https://www.wikidata.org/wiki/Q7314068","display_name":"Replicating portfolio","level":4,"score":0.6980302333831787},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.5436041951179504},{"id":"https://openalex.org/C73938075","wikidata":"https://www.wikidata.org/wiki/Q2858767","display_name":"Application portfolio management","level":4,"score":0.5324400663375854},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.4709150493144989},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.4193304777145386},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.3735640048980713},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.35321247577667236},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3347846269607544},{"id":"https://openalex.org/C74510933","wikidata":"https://www.wikidata.org/wiki/Q1936145","display_name":"Project portfolio management","level":3,"score":0.2722306251525879},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.14368471503257751},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.06087219715118408},{"id":"https://openalex.org/C15952604","wikidata":"https://www.wikidata.org/wiki/Q179012","display_name":"Project management","level":2,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"mag:585390010","doi":null,"is_oa":false,"landing_page_url":"http://ci.nii.ac.jp/ncid/BA04003376","pdf_url":null,"source":{"id":"https://openalex.org/S4306464293","display_name":"Wiley eBooks","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"ebook platform"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Wiley eBooks","raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2975408541","https://openalex.org/W2339116882","https://openalex.org/W2249430793","https://openalex.org/W1586828254","https://openalex.org/W4377987256","https://openalex.org/W87809436","https://openalex.org/W4242039215","https://openalex.org/W3022140132","https://openalex.org/W2501434204","https://openalex.org/W3081515360"],"abstract_inverted_index":{"Portfolio":[0],"insurance":[1,77,104],"has":[2,22],"become":[3],"a":[4,70,99],"craze":[5],"among":[6],"institutional":[7],"investors:":[8],"over":[9],"the":[10,14,43,48,59,107],"past":[11],"ten":[12],"years,":[13],"value":[15],"of":[16,42,50,61,101],"assets":[17],"managed":[18],"under":[19],"this":[20],"strategy":[21],"grown":[23],"from":[24],"zero":[25],"to":[26,65,68,74],"more":[27],"than":[28],"-50":[29],"billion.":[30],"This":[31],"guide":[32],"offers":[33],"complete":[34],"coverage":[35],"and":[36,58,84,87,91],"practical":[37],"advice":[38],"on":[39,55,64],"every":[40],"aspect":[41],"subject.":[44],"It":[45],"clearly":[46],"defines":[47],"characteristics":[49],"portfolio":[51,76,103],"insurance,":[52],"providing":[53],"background":[54],"its":[56],"history":[57],"theory":[60],"hedging,":[62,90],"going":[63],"describe":[66],"how":[67,73,102],"implement":[69],"hedging":[71],"strategy,":[72],"fit":[75],"into":[78],"long-term":[79],"financial":[80,85],"planning,":[81],"using":[82],"index":[83],"futures":[86],"options":[88],"in":[89,106],"techniques":[92],"for":[93],"measuring":[94],"performance.":[95],"Also":[96],"included":[97],"is":[98],"discussion":[100],"operates":[105],"international":[108],"arena.":[109]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":6},{"year":2018,"cited_by_count":4},{"year":2017,"cited_by_count":4},{"year":2016,"cited_by_count":6},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":6},{"year":2013,"cited_by_count":8},{"year":2012,"cited_by_count":8}],"updated_date":"2026-11-03T10:50:19.383937","created_date":"2016-06-24T00:00:00"}