Do futures-based strategies enhance dynamic portfolio insurance?

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@article{2851e9bc58be4771ad017ffd16c96d23,

title = "Do futures-based strategies enhance dynamic portfolio insurance?",

author = "Do, {Binh Huu} and Robert Faff",

year = "2004",

doi = "10.1002/fut.10125",

language = "English",

volume = "24",

pages = "591 -- 608",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Blackwell",

number = "6",

}