Probability Distributions and Leveraged Trading Strategies: An Application of Gaussian Mixture Models to the Morgan Stanley Technology Index Tracking Fund
Andreas Lindemann,
Christian L. Dunis,
Paulo Lisboa
Quantitative Finance,
vol. 5, 2005, p. 459-474.
Probability Distributions and Leveraged Trading Strategies: An Application of Gaussian Mixture Models to the Morgan Stanley Technology Index Tracking Fund
Andreas Lindemann,
Christian L. Dunis,
Paulo Lisboa
Quantitative Finance,
vol. 5, 2005, p. 459-474.
Probability Distributions and Leveraged Trading Strategies: An Application of Gaussian Mixture Models to the Morgan Stanley Technology Index Tracking Fund
Andreas Lindemann,
Christian L. Dunis,
Paulo Lisboa
Quantitative Finance,
vol. 5, 2005, p. 459-474.