Optimal trend-following with transaction costs

  1. Zakamulin, V.
  2. Giner, J.
Journal:
International Review of Financial Analysis

ISSN: 1057-5219

Year of publication: 2023

Volume: 90

Type: Article

DOI: 10.1016/J.IRFA.2023.102928 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus