Siamak Dehghanpour, Akbar Esfahanipour. Dynamic portfolio insurance strategy: a robust machine learning approach. J. Information Telecommunication, 2(4):392-410, 2018. [doi]
@article{DehghanpourE18,
title = {Dynamic portfolio insurance strategy: a robust machine learning approach},
author = {Siamak Dehghanpour and Akbar Esfahanipour},
year = {2018},
doi = {10.1080/24751839.2018.1431447},
url = {https://doi.org/10.1080/24751839.2018.1431447},
researchr = {https://researchr.org/publication/DehghanpourE18},
cites = {0},
citedby = {0},
journal = {J. Information Telecommunication},
volume = {2},
number = {4},
pages = {392-410},
}