---
title: Rolling Window Portfolio Insurance
url: https://www.ml-quant.com/papers/ssrn/4752549/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4752549
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4752549
featured: 2024-03-13
citations: unknown
topic: Portfolio & Allocation
---


# Rolling Window Portfolio Insurance

A paper improves Option-based portfolio insurance (OBPI) to provide better portfolio protection over a rolling window.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4752549
- Identifier: SSRN 4752549
- Released: 2022-06-30
- First featured: Quant Letter No. 40 (2024-03-13): https://www.ml-quant.com/issues/2024-03-13/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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