Optimal market timing strategies under transaction costs

  • Wei Li

    Student thesis: Doctoral Thesis

    Abstract

    Please refer to the "Abstract & TOC" file on the right side
    Date of Award1999
    Original languageEnglish

    User-Defined Keywords

    • Futures market
    • Investment analysis
    • Stochastic processes
    • Transaction costs

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    Documents

    • Abstract & TOC

      File: application/pdf, 269 KB

      Type: Supplementary materials

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