This is a summary of links featured on Quantocracy on Friday, 07/09/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
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Introduction to CPPI – Constant Proportion Portfolio Insurance [Quantpedia]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. Introduction CPPI (Constant Proportion Portfolio Insurance) is a strategy that allows