A profitable trading and risk management strategy despite transaction costs

paper
Thumbnail for A profitable trading and risk management strategy despite transaction costs
authors: Duran, A., & Bommarito, M. J.
year: 2011
venue: Quantitative Finance
details: Volume 11, Issue 6, Pages 829-848
Download PDF SSRN Publisher

pdf preview

citation

Duran, A., & Bommarito, M. J. (2011). A profitable trading and risk management strategy despite transaction costs. Quantitative Finance. Volume 11, Issue 6, Pages 829-848.