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Portfolio insurance trading rules
Bookstaber, Richard, (1988)
A reformulation of the portfolio model of hedging
Brown, Stewart L., (1985)
Measuring hedging effectiveness in a traditional one-periodic portfolio framework
Gjerde, Østein, (1987)
ʺMarket timing and portfolio managementʺ
Grant, Dwight, (1978)
Portfolio performance and the ʺcostʺ of timing decisions
Grant, Dwight, (1977)
The staple theory and its empirical measurement
Grant, Dwight, (1974)