https://en.wikipedia.org/wiki/Constant_proportion_portfolio_insurance
https://web.archive.org/web/20051219134848/http://www.productinnovations.co.uk/knowledge/CPPI.pdf
https://web.archive.org/web/https://files.nyu.edu/yr366/public/CPPI.doc
highlights CDS, high yield CDS, short term way OTM...