Do futures‐based strategies enhance dynamic portfolio insurance?

C-Tier
Journal: Journal of Futures Markets
Year: 2004
Volume: 24
Issue: 6
Pages: 591-608

Authors (2)

Binh Huu Do (Monash University) Robert W. Faff (University of Queensland)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:wly:jfutmk:v:24:y:2004:i:6:p:591-608
Journal Field
Finance
Author Count
2
Added to Database
2026-02-08