Probability distributions and leveraged trading strategies: an application of Gaussian mixture models to the Morgan Stanley Technology Index Tracking Fund
Lindemann, Andreas, Dunis, Christian L., Lisboa, PauloVolume:
5
Langue:
english
Journal:
Quantitative Finance
DOI:
10.1080/1469780500244320
Date:
October, 2005
Fichier:
PDF, 802 KB
english, 2005