"A note on constant proportion trading strategies."

Martin B. Haugh (2011)

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DOI: 10.1016/J.ORL.2011.03.005

access: closed

type: Journal Article

metadata version: 2017-05-27

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Martin B. Haugh:
A note on constant proportion trading strategies. Oper. Res. Lett. 39(3): 172-179 (2011)

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