Above Your Needs and Maybe Even More? The CPPI Strategy

Ralf Korn () and Bernd Luderer ()
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Ralf Korn: TU Kaiserslautern
Bernd Luderer: TU Chemnitz

Chapter 54 in Money and Mathematics, 2021, pp 215-220 from Springer

Abstract: Abstract Beat the market and still risk nothing is an unattainable goal. But staying above a given asset level and still participating in equity gains is the most attractive feature of the CPPI strategy explained here.

Date: 2021
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DOI: 10.1007/978-3-658-34677-5_54

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