Optimal trading with mean-reverting prices: switching between foreign stocks and closed-end country funds

Author: Arak Marcelle   Taylor Dean  

Publisher: Routledge Ltd

ISSN: 1466-4283

Source: Applied Economics, Vol.28, Iss.9, 1996-09, pp. : 1067-1074

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract