Trend following trading under a regime switching model

Min Dai, Qing Zhang, Qiji Zhu

Research output: Journal article publicationJournal articleAcademic researchpeer-review

Original languageEnglish
Pages (from-to)780-810
Number of pages31
JournalSIAM Journal on Financial Mathematics
Volume1
Issue number1
DOIs
Publication statusPublished - 2010

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