Leakage of rank-dependent functionally generated trading strategies
Crossref DOI link: https://doi.org/10.1007/s10436-020-00364-2
Published Online: 2020-04-08
Published Print: 2020-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Xie, Kangjianan
Funding for this research was provided by:
University College London
Text and Data Mining valid from 2020-04-08
Version of Record valid from 2020-04-08
Article History
Received: 9 December 2019
Accepted: 27 March 2020
First Online: 8 April 2020