Rigorous Strategic Trading: Balanced Portfolio and Mean-Reversion

被引:9
|
作者
Lehalle, Charles-Albert [1 ]
机构
[1] Calyon Grp, Credit Agr Cheuvreux, Paris, France
来源
JOURNAL OF TRADING | 2009年 / 4卷 / 03期
关键词
D O I
10.3905/JOT.2009.4.3.040
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:40 / 46
页数:7
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