Introduction to CPPI — Constant Proportion Portfolio Insurance

As we have promised, we present a short article as an introduction into the methodology of the Quantpedia Pro CPPI reports. Quantpedia Pro clients can use the model portfolio built in the Portfolio Manager as a risky asset to test various variants — Basic CPPI, Drawdown Based CPPI and Dynamic Multiplier CPPI.

https://quantpedia.com/introduction-to-cppi-constant-proportion-portfolio-insurance/