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Portfolio insurance trading rules
Bookstaber, Richard, (1988)
Measuring hedging effectiveness in a traditional one-periodic portfolio framework
Gjerde, Østein, (1987)
A market index future contract and portfolio selection
Grant, Dwight, (1982)
Earnings announcements and auto-correlation : an empirical test
Brown, Stewart L., (1979)
Earnings changes, stock prices, and market efficiency
Brown, Stewart L., (1978)
Fundamentals of trading energy futures and options
Errera, Steven, (1999)