Constrained dynamic futures portfolios with stochastic basis
Crossref DOI link: https://doi.org/10.1007/s10436-021-00398-0
Published Online: 2021-11-07
Published Print: 2022-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chen, Xiaodong
Leung, Tim http://orcid.org/0000-0002-0023-6289
Zhou, Yang
Text and Data Mining valid from 2021-11-07
Version of Record valid from 2021-11-07
Article History
Received: 13 May 2021
Accepted: 4 October 2021
First Online: 7 November 2021