答案里说到 The CPPI strategy is consistent with higher risk tolerance, does well ... and also in markets characterized by lower than normal volatilities? 这个是为什么呢?视频和讲义里都没讲到呀。
相比buy and hold 和constant mix, CPPI在股票上涨的时候是最激进的(不停买入),持有的股票比例越高,说明需要匹配的风险容忍度更高,而客户也说了希望抓住短期机会,因此The CPPI strategy is consistent with higher risk tolerance(客户的风险容忍度)