Stable distributions, futures prices, and the measurement of trading performance
Ronald W. Cornew ; Donald E. Town ; Lawrence D. Crowson
| Year of publication: |
1984
|
|---|---|
| Authors: | Cornew, Ronald W. |
| Other Persons: | Town, Donald E. (contributor) ; Crowson, Lawrence D. (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 4.1984, 4, p. 531-557
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| Subject: | Warenbörse | Commodity exchange | Wahrscheinlichkeitsrechnung | Probability theory | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001082393