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Rubinstein was a senior and pioneering academic in the field of finance, focusing on derivatives, particularly options, and was known for his contributions to both theory and practice, [5] especially portfolio insurance and the binomial options pricing model (also known as the Cox-Ross-Rubinstein model), as well as his work on discrete time ...
In conjunction with Mark Rubinstein, a Berkeley colleague and options expert, and John O'Brien, a financial industry professional, he co-founded Leland O'Brien Rubinstein Associates (LOR) in 1980 to provide portfolio protection strategies.
The technique was pioneered by Hayne Leland and Mark Rubinstein in 1976. Since its inception, the portfolio insurance strategy has been dubiously marketed as a product (similar to an insurance policy). [2] However, this is a misnomer as it is not a policy and there is no insurer of last resort.
I've been spending time lately holed up in the Library of Congress in Washington, DC, reading old financial newspapers. Eventually I hope to turn this (oh-so thrilling) experience into an article ...
We at the Motley Fool have dedicated ourselves to getting back to the basics this month, culminating on Sept. 25 with Worldwide Invest Better Day. To this end, my Foolish colleagues and I have ...
The name of rainbow comes from Rubinstein (1991), [2] who emphasises that this option was based on a combination of various assets like a rainbow is a combination of various colors. More generally, rainbow options are multiasset options, also referred to as correlation options, or basket options .
Throughout history, the Fed’s key rate has been as high as 19-20 percent and as low as 0-0.25 percent. ... be blamed for fueling asset bubbles that led to the dot-com boom and bust and the ...
Mark Rubinstein, (1944–2019), American, a senior academic in the field of finance, focusing on derivatives, particularly options. Myron Scholes , (born 1941), Canadian-American, financial economist who is best known as one of the authors of the Black–Scholes equation.