Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JWM
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • LinkedIn
  • Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Wealth Management
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Wealth Management

The Journal of Wealth Management

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JWM
    • Editorial Board
    • Published Ahead of Print (PAP)
  • LinkedIn
  • Twitter

On the Popularity of the CPPI Strategy: A Behavioral-Finance-Based Explanation and Design Recommendations

Hubert Dichtl and Wolfgang Drobetz
The Journal of Wealth Management Fall 2010, 13 (2) 41-54; DOI: https://doi.org/10.3905/jwm.2010.13.2.041
Hubert Dichtl
is an asset management consultant at Alpha Portfolio Advisors in Bad Soden, Germany.
  • Find this author on Google Scholar
  • Find this author on PubMed
  • Search for this author on this site
  • For correspondence: dichtl@alphaport.net
Wolfgang Drobetz
is a professor of finance at the Institute of Finance, University of Hamburg in Hamburg, Germany.
  • Find this author on Google Scholar
  • Find this author on PubMed
  • Search for this author on this site
  • For correspondence: wolfgang.drobetz@wiso.uni-hamburg.de
  • Article
  • Info & Metrics
  • PDF (Subscribers Only)
Loading
PreviousNext
Back to top

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Wealth Management: 13 (2)
The Journal of Wealth Management
Vol. 13, Issue 2
Fall 2010
  • Table of Contents
  • Index by author
Print
Download PDF
Article Alerts
Sign In to Email Alerts with your Email Address
Email Article

Thank you for your interest in spreading the word on The Journal of Wealth Management.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Enter multiple addresses on separate lines or separate them with commas.
On the Popularity of the CPPI Strategy: A Behavioral-Finance-Based Explanation and Design Recommendations
(Your Name) has sent you a message from The Journal of Wealth Management
(Your Name) thought you would like to see the The Journal of Wealth Management web site.
CAPTCHA
This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.
Citation Tools
On the Popularity of the CPPI Strategy: A Behavioral-Finance-Based Explanation and Design Recommendations
Hubert Dichtl, Wolfgang Drobetz
The Journal of Wealth Management Jul 2010, 13 (2) 41-54; DOI: 10.3905/jwm.2010.13.2.041

Citation Manager Formats

  • BibTeX
  • Bookends
  • EasyBib
  • EndNote (tagged)
  • EndNote 8 (xml)
  • Medlars
  • Mendeley
  • Papers
  • RefWorks Tagged
  • Ref Manager
  • RIS
  • Zotero
Save To My Folders
Share
On the Popularity of the CPPI Strategy: A Behavioral-Finance-Based Explanation and Design Recommendations
Hubert Dichtl, Wolfgang Drobetz
The Journal of Wealth Management Jul 2010, 13 (2) 41-54; DOI: 10.3905/jwm.2010.13.2.041
del.icio.us logo Digg logo Reddit logo Twitter logo Facebook logo Google logo LinkedIn logo Mendeley logo
Tweet Widget Facebook Like LinkedIn logo

Jump to section

  • Article
    • Abstract
    • DIFFERENT STRATEGIES TO PROVIDE PORTFOLIO INSURANCE
    • A SIMPLE BACKTEST: RISK–RETURN CHARACTERISTICS OF THE CPPI STRATEGY
    • PROSPECT THEORY VERSUS EXPECTED UTILITY THEORY
    • RESULTS OF BOOTSTRAP SIMULATIONS
    • RESULTS OF MONTE CARLO SIMULATIONS
    • HOW SHOULD CPPI-BASED PORTFOLIO INSURANCE PRODUCTS BE DESIGNED?
    • CONCLUDING REMARKS
    • APPENDIX
    • ENDNOTES
    • REFERENCES
  • Info & Metrics
  • PDF (Subscribers Only)
  • PDF (Subscribers Only)

Similar Articles

Cited By...

  • Defining an Individuals Critical Wealth Level
  • Quantifying Unique Individual Portfolio Insurance * Premiums
  • Google Scholar
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • LinkedIn
  • Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log In
  • Update your profile
  • Give us your feedback

© 2022 Pageant Media Ltd | All Rights Reserved | ISSN: 1534-7524 | E-ISSN: 2374-1368

  • Site Map
  • Terms & Conditions
  • Cookies
  • Privacy Policy