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subject:"Portfolio selection"
subject:"World"
~isPartOf:"Quantitative finance"
~person:"Dorador, Albert"
~subject:"Credit risk"
~type_genre:"Article in journal"
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On the efficacy of stop-loss rules in the presence of overnight gaps
Arratia, Argimiro
;
Dorador, Albert
- In:
Quantitative finance
19
(
2019
)
11
,
pp. 1857-1873
Persistent link: https://www.econbiz.de/10012195656
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