Keyword: «constant proportion portfolio insurance»

The unstable situation currently developing in financial markets leads to an increased risk of investing in securities. In such conditions, investment strategies that make it possible to reduce or even completely eliminate this risk become relevant. The purpose of the study: to give the concept of an investment portfolio insurance, to consider the implementation algorithms of the main methods of portfolio insurance. The article discusses the basic mathematical dependencies underlying the methods. The authors give a list of advantages and disadvantages, examples of the implementation of some of the methods, and show their effectiveness.