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Unfortunately, these contributions look closely into most popular products like stop-loss, synthetic put, and constant proportion portfolio insurance techniques (see, [33-36]).
More recent products have also included auto-rebalancing features, based on constant proportion portfolio insurance (CPPI) algorithms, which drive dynamic asset allocation within individual volatility funds and across asset classes.
The constant proportion portfolio insurance strategy is based on allocation among two financial assets: a riskless asset, denoted by B, which allows a cash reserve (riskless interest rate denoted by r); a risky asset, denoted by S, which is usually a stock index.

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