GP-based rebalancing triggers for the CPPI

Dietmar G. Maringer, Tikesh Ramtohul. GP-based rebalancing triggers for the CPPI. In 2011 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2011, Paris, France, April 14-15, 2011. pages 35-42, IEEE, 2011. [doi]

Abstract

Abstract is missing.