A regression-based methodology for efficiently building futures' portfolio
Year of publication: |
2013
|
---|---|
Authors: | Maris, K. ; Koutsothimiou, D. ; Petropoulos, Fotios ; Petra, E. ; Evangelopoulos, P. |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 12.2013, 2, p. 231-237
|
Subject: | Greece | Decision support | Options trading | Forecasting | Regression | Directional accuracy | Griechenland | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Optionsgeschäft | Option trading | Management-Informationssystem | Management information system | Prognose | Forecast |
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