The efficiency of dynamic trading strategies in imperfect markets
By: Harry M. Kat.
Series: Tinbergen Institute research series ;; no. 49
Publisher: Thesis Publishers
Published: 1993
Place of publication: Amsterdam
Language: eng
Number of pages: 284
Subjects: Securities -- Prices -- Mathematical models.; Program trading (Securities) -- Mathematical models.; Futures market -- Mathematical models.
Notes: Includes bibliographical references (p. 263-271) and indexes.
Summary in Dutch.