{
  "id": "Duran2011AProfitableTradingAndRisk",
  "type": "article-journal",
  "title": "A profitable trading and risk management strategy despite transaction costs",
  "author": [
    {
      "family": "Duran",
      "given": "A."
    },
    {
      "family": "Bommarito",
      "given": "M. J."
    }
  ],
  "issued": {
    "date-parts": [
      [
        2011
      ]
    ]
  },
  "container-title": "Quantitative Finance",
  "URL": "https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1509811",
  "keyword": "",
  "status": "published"
}