GP-based rebalancing triggers for the CPPI - researchr publication authors

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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]

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