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"GP-based rebalancing triggers for the CPPI."

Dietmar Maringer, Tikesh Ramtohul (2011)

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DOI: 10.1109/CIFER.2011.5953561

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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  dblp key:
  - conf/cifer/MaringerR11
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  - https://dblp.org/rec/conf/cifer/MaringerR11
Dietmar Maringer, Tikesh Ramtohul:
GP-based rebalancing triggers for the CPPI. CIFEr 2011: 35-42

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