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Automated finance : the assumptions and behavioral aspects of algorithmic trading
Kumiega, Andrew
;
Vliet, Benjamin Edward van
- In:
The journal of behavioral finance : a publication of …
13
(
2012
)
1
,
pp. 51-55
Persistent link: https://www.econbiz.de/10009559027
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Unconstrained strategies and the variance-kurtosis trade-off
Kumiega, Andrew
;
Van Vliet, Benjamin
;
Xanthopoulos, …
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 1051-1061
Persistent link: https://www.econbiz.de/10010415726
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