ML paper about CPPI

rimaephosie · July 6th, 2006, 12:20 pm

Hi, Do you have this research paper from Merril Lynch ? : Dynamic protection, Constant Proportion Portfolio Insurance : How It Works , Feb 6, 2003Thanks!

mutley · July 6th, 2006, 2:14 pm

this might be of use (i know it's not the same paper though)

jeanfran · July 7th, 2006, 8:06 am

Thanks Mutley even the doc seems to be an introduction to the CPPI .

rimaephosie · July 7th, 2006, 8:19 am

Thanks

pmella · July 13th, 2006, 9:51 pm

Thanks for the paper, mutley...any chance having the version for equity markets? "Dynamic protection, Constant Proportion Portfolio Insurance : How It Works , Feb 6, 2003" Best,-Patrick

jaccker · April 5th, 2007, 2:39 pm

I wonder if anybody could provide me this paper. Thank you very much for sharing