Optimal trend following trading rules

Min Dai, Qiji Zhu, Qing Zhang, Zhou Yang

Research output: Journal article publicationJournal articleAcademic researchpeer-review

Original languageEnglish
Pages (from-to)626-642
Number of pages17
JournalMathematics of Operations Research
Volume41
Issue number2
DOIs
Publication statusPublished - May 2016

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