Constant Proportion Portfolio Insurance

Also found in: Acronyms, Wikipedia

0.01 sec.

A trading strategy that sets a floor on a portfolio value by investing in a risky and a riskless asset such that if the risky asset falls to its lowest expected value, the portfolio value will be at the floor. The weights are altered as the asset values change. This limits the downside risk while maintaining a potential upside through the exposure to the risky asset. This is analogous to buying a put option on the portfolio. Also see Portfolio Insurance.

Want to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit the webmaster's page for free fun content.

?Page tools

Printer friendly
Cite / link

Feedback
Add definition

Mentioned in	?		References in periodicals archive	?		Financial browser	?		Full browser	?
CPPI			Philippe Bertrand and Jean-luc Prigent compare the performances of the two standard portfolio insurance methods: the Option Based Portfolio Insurance (OBPI) and the Constant Proportion Portfolio Insurance (CPPI), when the volatility of the stock index is stochastic Jean-Francois Boulier argues that without all the investments in research and marketing no innovation would foster growth in our economies. Introduction for the special issue by Bellalah, Mondher / International Journal of Business CHAPTER 5: Constant Proportion Portfolio Insurance. Research and Markets: Take an in-Depth Look at Equity Hybrid ... by Business Wire			Consolidated Income Statement consolidated metropolitan statistical area Consolidated Mortgage Consolidated Mortgage Bond Consolidated Quotation System Consolidated Tape Consolidated Tax Return consolidation Consolidation de la dette consolidation loan Consolidation Service Consorcio Consorcio asegurador de emisiones Consorcio colocador Consortium Consortium Bank Consortium Banks constant Constant Currencies Constant Dollar Constant dollar accounting Constant Dollar Plan Constant Dollars Constant Maturity Constant Maturity Swap Constant Proportion Portfolio Insurance Constant Ratio Plan Constant Yield Method Constant-Dollar Plan Constant-growth model Construccion de carteras constructed wetlands construction allowance construction contract Construction Financing construction loan construction to permanent loan Constructive Dividend constructive eviction constructive fraud Constructive Insider constructive notice constructive possession constructive receipt Constructive Sale Rule Consu Consular Invoice Consulenza Consumatore Consumed-Income Tax Consumer Advisory Council			Constant Pattern Homogeneous Surface Diffusion Model Constant Permeke Constant phase element Constant Phased Limiting Amplifier Constant polynomial Constant Positive Airway Pressure Constant Positive Airway Pressure Constant Positive Linear Dependence constant positive pressure breathing constant positive pressure ventilation constant potential kilovoltage Constant Power Constant Power Throttling Constant Power-Control Policy Constant Prepayment on the Balloon Constant Prepayment Rate constant pressure generator Constant Pressure Modulating Outlet Constant Pressure Power Uprate Constant Pressure System constant prices constant progression Constant propagation Constant Propagation Delay Attenuator Constant Proportion Debt Obligation Constant Proportion Portfolio Insurance Constant Proportion Portfolio Technique Constant Q transform Constant Quality Improvement constant quantity Constant Radial Expansion constant radio code Constant Rate Infusion Constant Rate of Strain constant ratio code Constant ratio plan Constant Ratio Plans constant region constant region constant region Constant Relative Risk-Aversion Constant Resistance Constant returns to scale Constant Ring No Answer Constant Row Weight Ensemble Constant Running Power Take Off Constant Runout Constant Scalar Curvature Kahler Constant Scan Impedance Constant Scheduling Offset constant series Constant Source

Financial Dictionary

Free Tools:	For surfers: Free toolbar & extensions \| Word of the Day \| Help For webmasters: Free content \| Linking \| Lookup box \| Double-click lookup

Disclaimer
All content on this website, including dictionary, thesaurus, literature, geography, and other reference data is for informational purposes only. This information should not be considered complete, up to date, and is not intended to be used in place of a visit, consultation, or advice of a legal, medical, or any other professional.