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- August 18th, 2008, 7:49 am
- Forum: General Forum
- Topic: CPPI and some questions
- Replies: 5
- Views: 126117
CPPI and some questions
forgot to attach my mail address:vivien.y.lai@gmail.com
- August 18th, 2008, 7:49 am
- Forum: General Forum
- Topic: CPPI and some questions
- Replies: 5
- Views: 126117
CPPI and some questions
anyone has the following paper or any other useful research paper on CPPI please email me as well, thanks!Constant Proportion Portfolio Insurance: Volatility and the Soft-Floor strategy (1988), Goldman Sachs Research