"Selection of Market Window Size in Portfolio Strategies."

Jia-Yi Lie et al. (2018)

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DOI: 10.1145/3271972.3271982

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-06

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Jia-Yi Lie, Hong-Yu Duan, Yu-Luan Chen, Zhao-Rong Lai:
Selection of Market Window Size in Portfolio Strategies. ICEME 2018: 127-133

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