Trading futures spread portfolios : applications of higher order and recurrent networks
Year of publication: |
2008
|
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Authors: | Dunis, Christian ; Laws, Jason ; Evans, Ben |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 14.2008, 5/6, p. 503-521
|
Subject: | Wertpapierhandel | Securities trading | Korrelation | Correlation | CAPM | Erdöl | Petroleum | Rohstoffderivat | Commodity derivative | Transaktionskosten | Transaction costs | USA | United States |
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