Trading and hedging in S&P 400 spot and futures markets using genetic programming
Jun Wang
| Year of publication: |
2000
|
|---|---|
| Authors: | Jun, Wang |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 20.2000, 10, p. 911-942
|
| Subject: | trading rule | Wertpapierhandel | Securities trading | Hedging | Mathematische Optimierung | Mathematical programming | Theorie | Theory | USA | United States |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of futures markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001530841