if an investors risk tolerance increases more than proportionatley with wealth, whether it would be classified as CPPI or B-H?
both but CPPI increases more
thanks
isn’t BH a CPPI strategy with the m = 1?
I think so. m=1 for BH & m>1 for CPPI
if an investors risk tolerance increases more than proportionatley with wealth, whether it would be classified as CPPI or B-H?
both but CPPI increases more
thanks
isn’t BH a CPPI strategy with the m = 1?
I think so. m=1 for BH & m>1 for CPPI