Optimal market timing strategies for ARMA(1,1) return processes
Year of publication: |
2000
|
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Authors: | Li, Wei ; Lam, Kin |
Published in: |
Advances in investment analysis and portfolio management : a research annual. - Amsterdam [u.a.] : JAI, ZDB-ID 1116041-X. - Vol. 7.2000, p. 163-190
|
Subject: | Portfolio-Management | Portfolio selection | Zeit | Time | Simulation | Index-Futures | Index futures | Theorie | Theory | Hongkong | Hong Kong | ARMA-Modell | ARMA model |
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