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"Momentum liquidation under partial information."

Erik Ekström, Martin Vannestål (2016)

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DOI: 10.1017/JPR.2016.4

access: closed

type: Journal Article

metadata version: 2020-04-16

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Erik Ekström, Martin Vannestål:
Momentum liquidation under partial information. J. Appl. Probab. 53(2): 341-359 (2016)

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