Jiah-Shing Chen, Benjamin Penyang Liao. Piecewise Nonlinear Goal-directed Portfolio Insurance Strategies under TIPP Idea. In Proceedings of the 2006 Joint Conference on Information Sciences, JCIS 2006, Kaohsiung, Taiwan, ROC, October 8-11, 2006. Atlantis Press, 2006. [doi]
Abstract is missing.