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"Optimal Closing of a Momentum Trade."

Erik Ekström, Carl Lindberg (2013)

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DOI: 10.1017/S0021900200013425

access: closed

type: Journal Article

metadata version: 2020-04-16

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  - https://dblp.org/rec/journals/jap/EkstromL13
Erik Ekström, Carl Lindberg:
Optimal Closing of a Momentum Trade. J. Appl. Probab. 50(2): 374-387 (2013)

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