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LaPetiteBiche / asset_allocation_hw

Python program that constructs simple numerical examples to show that CPPI (Constant Proportion Portfolio Insurance) tends to be a convex strategy

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asset_allocation_hw

Python program that constructs simple numerical examples to show that CPPI (Constant Proportion Portfolio Insurance) tends to be a convex strategy

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Python program that constructs simple numerical examples to show that CPPI (Constant Proportion Portfolio Insurance) tends to be a convex strategy

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Language:Python 100.0%