Optimal Trading Strategy When Return Process is AR(1)
| Authors: | Lam, Kin ; Wei, Li |
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| Institutions: | Society for Computational Economics - SCE |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance, 1997 Number 16 |
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Persistent link: https://www.econbiz.de/10005170588