A multiperiod model for the selection of a futures portfolio
| Year of publication: |
1992
|
|---|---|
| Authors: | Marshall, John F. ; Herbst, Anthony F. |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 12.1992, 4, p. 411-428
|
| Publisher: |
John Wiley & Sons, Ltd. |