Rigorous strategic trading : balanced portfolio and mean-reversion
Year of publication: |
2009
|
---|---|
Authors: | Lehalle, Charles-Albert |
Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 2238380-3. - Vol. 4.2009, 3, p. 40-46
|
Subject: | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection |
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