"A trend-following strategy: Conditions for optimality."

Hoi Tin Kong, Qing Zhang, Gang George Yin (2011)

> Home

Details and statistics

DOI: 10.1016/J.AUTOMATICA.2011.01.039

access: closed

type: Journal Article

metadata version: 2020-02-20

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/automatica/KongZY11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/automatica/KongZY11
Hoi Tin Kong, Qing Zhang, Gang George Yin:
A trend-following strategy: Conditions for optimality. Autom. 47(4): 661-667 (2011)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.