• Tim Xiao deposited Constant Proportion Portfolio Insurance (CPPI) Valuation in the group Group logo of Business ManagementBusiness 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.