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

页码：40 / 46

页数：7

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