Timing portfolio strategies with exponential Lévy processes
Crossref DOI link: https://doi.org/10.1007/s10287-018-0332-y
Published Online: 2018-08-20
Published Print: 2019-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ortobelli Lozza, Sergio http://orcid.org/0000-0003-4983-8165
Angelelli, Enrico http://orcid.org/0000-0003-1847-9331
Ndoci, Alda
Text and Data Mining valid from 2018-08-20
Article History
Received: 24 August 2017
Accepted: 3 August 2018
First Online: 20 August 2018