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Tim Xiao deposited Constant Proportion Portfolio Insurance (CPPI) Valuation in the group
Business Management on Humanities Commons 4 years, 8 months ago 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.