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CPPI/TPPI-Strategy

Hello, I didn't finish this subject yet, I found other multiple subject on pricing and differents hedging strategy that I want to explore further before continuing and finishing this exciting strategy. This is a TPPI Strategy on multiple assets for a client who plans to invest US$10 million, with a positive medium-term outlook (1-2 years) on AI, Japanese equities, gold and copper. He wants a structured product offering a higher return than deposits, aiming for an expected return of 12% or more, with 100% capital protection but a maximum acceptable capital loss of 10%. If the underlying asset does not rise as expected, wants capital preservation even in the event of a slight fall.

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CPPI Strategy on multiple assets

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