A Measure of the Trading Model Performance with a Risk Component
| Authors: | Dacorogna, M. M. ; Muller, U. A. ; Pictet, O. V. |
|---|---|
| Institutions: | Olsen Ltd. |
| Extent: | application/postscript |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series internal document MMD. Number 1991-05-24. |
| Source: |
Persistent link: https://www.econbiz.de/10005793792