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]
@inproceedings{MaringerR11,
title = {GP-based rebalancing triggers for the CPPI},
author = {Dietmar G. Maringer and Tikesh Ramtohul},
year = {2011},
doi = {10.1109/CIFER.2011.5953561},
url = {http://dx.doi.org/10.1109/CIFER.2011.5953561},
researchr = {https://researchr.org/publication/MaringerR11},
cites = {0},
citedby = {0},
pages = {35-42},
booktitle = {2011 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2011, Paris, France, April 14-15, 2011},
publisher = {IEEE},
isbn = {978-1-4244-9932-8},
}