Performance evaluation of dynamic trading strategies in UK stock returns incorporating lagged conditioning information

Author: Anderson Greg   Fletcher Jonathan   Marshall Andrew  

Publisher: Routledge Ltd

ISSN: 1466-4364

Source: The European Journal of Finance, Vol.17, Iss.1, 2011-01, pp. : 67-82

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