Article

Title:
Probability Distributions and Leveraged Trading Strategies: An Application of Gaussian Mixture Models to the Morgan Stanley Technology Index Tracking Fund
Journal:
Quantitative Finance
Year:
2005
Volume:
5
Pages:
459-474
JEL codes:
G12 - Asset Pricing; Trading volume; Bond Interest Rates
G23 - Pension Funds; Other Private Financial Institutions
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