Optimal dynamic futures portfolio in a regime-switching market framework.
Saved in:
| Title: | Optimal dynamic futures portfolio in a regime-switching market framework. |
|---|---|
| Authors: | Leung, Tim1 (AUTHOR) timleung@uw.edu, Zhou, Yang1 (AUTHOR) yzhou7@uw.edu |
| Source: | International Journal of Financial Engineering. Dec2019, Vol. 6 Issue 4, pN.PAG-N.PAG. 27p. |
| Database: | Mathematics Source |
Be the first to leave a comment!
