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