TIPP: Insurance without complexity

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[PDF][PDF] PORTFOLIO INSURANCE WITH A DYNAMIC RISK MULTIPLIER BASED ON PRICE FLUCTUATION

Y Yao, L Li - European Journal of Research and Reflection in …, 2016 - idpublications.org
In this paper we extend the Constant Proportion Portfolio Insurance Strategy (CPPI) and the
Time-Invariant Portfolio Protection Strategy (TIPP) to dynamic CPPI (D-CPPI) and dynamic …
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