Risk adjusted returns to technical trading rules from data projection

J.P. Marney, C. Fyfe, H. Tarbert

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Original languageEnglish
Title of host publicationComputing in Economics and Finance 2002
PublisherThe Society for Computational Economics
ISBN (Print)184376492X
Publication statusPublished - 27 Jun 2002
Event8th International Conference of the Society for Computational Economics Computing in Economics and Finance - Aix-en-Provence, France
Duration: 27 Jun 200229 Jun 2002

Conference

Conference8th International Conference of the Society for Computational Economics Computing in Economics and Finance
Country/TerritoryFrance
CityAix-en-Provence
Period27/06/0229/06/02

Cite this