Technical analysis compared to mathematical models based methods under parameters mis-specification
Year of publication: |
2007
|
---|---|
Authors: | Blanchet-Scalliet, Christophette ; Diop, Awa ; Gibson, Rajna ; Talay, Denis ; Tanré, Etienne |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 5, p. 1351-1373
|
Subject: | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Theorie | Theory |
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