A theoretical analysis of trading rules: An application to the moving average case with Markovian returns
| Year of publication: |
1997
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|---|---|
| Authors: | Acar, Emmanuel ; Satchell, Stephen E. |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 4.1997, 3, p. 165
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