Optimal trend following trading rules

Min Dai, Qiji Zhu, Qing Zhang, Zhou Yang

Research output: Journal article publication › Journal article › Academic research › peer-review

17 Citations (Scopus)

Original language	English
Pages (from-to)	626-642
Number of pages	17
Journal	Mathematics of Operations Research
Volume	41
Issue number	2
DOIs	https://doi.org/10.1287/moor.2015.0743
Publication status	Published - May 2016

More information

@article{bbc266b78ad34388b59ae60e11cdc983,

title = "Optimal trend following trading rules",

author = "Min Dai and Qiji Zhu and Qing Zhang and Zhou Yang",

year = "2016",

month = may,

doi = "10.1287/moor.2015.0743",

language = "English",

volume = "41",

pages = "626--642",

journal = "Mathematics of Operations Research",

issn = "0364-765X",

publisher = "INFORMS Institute for Operations Research and the Management Sciences",

number = "2",

}