Probability distributions and leveraged trading strategies: an application
of Gaussian mixture models to the Morgan Stanley Technology Index
Tracking Fund
Please log in to take part in the discussion (add own reviews or comments).
Cite this publication
More citation styles
- please select -
%0 Journal Article
%1 Lindemann2005
%A Lindemann, Andreas
%A Dunis, Christian L.
%A Lisboa, Paulo
%D 2005
%I Routledge
%J Quantitative Finance
%K imported
%N 5
%P 459--474
%T Probability distributions and leveraged trading strategies: an application
of Gaussian mixture models to the Morgan Stanley Technology Index
Tracking Fund
%U http://www.informaworld.com/10.1080/1469780500244320
%V 5
@article{Lindemann2005,
added-at = {2008-04-23T19:09:19.000+0200},
author = {Lindemann, Andreas and Dunis, Christian L. and Lisboa, Paulo},
biburl = {https://www.bibsonomy.org/bibtex/22f9b61aba971d814462b5e2305dcd4ef/smicha},
interhash = {775768803d8a1bd0a498e71b7b385d1c},
intrahash = {2f9b61aba971d814462b5e2305dcd4ef},
issn = {1469-7688},
journal = {Quantitative Finance},
keywords = {imported},
number = 5,
pages = {459--474},
publisher = {Routledge},
timestamp = {2008-04-23T19:09:33.000+0200},
title = {Probability distributions and leveraged trading strategies: an application
of Gaussian mixture models to the Morgan Stanley Technology Index
Tracking Fund},
url = {http://www.informaworld.com/10.1080/1469780500244320},
volume = 5,
year = 2005
}