A constant proportion portfolio insurance (CPPI) is a trading strategy where an initial investment is dynamically reallocated between a risky asset and risk-free bond such that a minimum payoff is guaranteed at maturity. The risky asset could be from equities, funds, or commodities
This paper evaluates the path–dependency/independency of most widespread Portfolio Insurance strate...
Portfolio insurance strategies are designed to achieve a minimum level of wealth while at the same t...
Portfolio insurance strategies are designed to protect investors against adverse market movements by...
A constant proportion portfolio insurance (CPPI) is a trading strategy where an initial investment i...
The theory of portfolio insurance is important theory since some well-known past …nancial crisis. Th...
Capital protected structured products are popular with both investors and investment banks. A number...
Constant proportion portfolio insurance (CPPI) and constant proportion debt obligations (CPDO) strat...
Constant proportion portfolio insurance (CPPI) allows an investor to limit downside risk while retai...
International audienceConstant proportion portfolio insurance (CPPI) allows an investor to limit dow...
Constant Proportion Portfolio Insurance (CPPI) is an investment strategy designed to give participat...
Constant Proportion Portfolio Insurance (CPPI) is the most popular portfolio insurance strategy usin...
Derivative instruments attempt to protect a portfolio against failure events. Constant proportion po...
In the present paper we study a new exotic option offering participation in a dynamic asset allocati...
In general, the purpose of portfolio insurance strategies is to limit the downside risk of risky por...
In this paper we obtain closed-form expressions for the price of an European Call option on constant...
This paper evaluates the path–dependency/independency of most widespread Portfolio Insurance strate...
Portfolio insurance strategies are designed to achieve a minimum level of wealth while at the same t...
Portfolio insurance strategies are designed to protect investors against adverse market movements by...
A constant proportion portfolio insurance (CPPI) is a trading strategy where an initial investment i...
The theory of portfolio insurance is important theory since some well-known past …nancial crisis. Th...
Capital protected structured products are popular with both investors and investment banks. A number...
Constant proportion portfolio insurance (CPPI) and constant proportion debt obligations (CPDO) strat...
Constant proportion portfolio insurance (CPPI) allows an investor to limit downside risk while retai...
International audienceConstant proportion portfolio insurance (CPPI) allows an investor to limit dow...
Constant Proportion Portfolio Insurance (CPPI) is an investment strategy designed to give participat...
Constant Proportion Portfolio Insurance (CPPI) is the most popular portfolio insurance strategy usin...
Derivative instruments attempt to protect a portfolio against failure events. Constant proportion po...
In the present paper we study a new exotic option offering participation in a dynamic asset allocati...
In general, the purpose of portfolio insurance strategies is to limit the downside risk of risky por...
In this paper we obtain closed-form expressions for the price of an European Call option on constant...
This paper evaluates the path–dependency/independency of most widespread Portfolio Insurance strate...
Portfolio insurance strategies are designed to achieve a minimum level of wealth while at the same t...
Portfolio insurance strategies are designed to protect investors against adverse market movements by...
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