CPPI strategy
2016-08-23
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As a simplified form of dynamic portfolio insurance, CPPI (constant proportation portfolio insurance) constant proportion portfolio insurance strategy is composed of Black, Perold and Jones in 1987, and, more specifically, is the allocation of the Fund's assets in risky assets and risk-free assets, Risk asset investment quotas of which does not exceed the zoom multiplier multiplied by the value of the portfolio assets and bottom-line difference amount. It does this by dynamically adjusting portfolios to ensure risky asset losses does not exceed the affordability of investors. Here, the risk assets are relatively high expected return and risk of investment targets, risky assets such as stocks and stock funds; the risk-free asset refers to the expected return and lower risk investment targets, such as bonds and other fixed-income assets.
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