The efficiency of dynamic trading strategies in imperfect markets

Author(s)

• Kat, Harry M.

Bibliographic Information

The efficiency of dynamic trading strategies in imperfect markets

Harry M. Kat

（Tinbergen Institute research series, no. 49）

Thesis Publishers, 1993

Note

Summary in Dutch

Includes bibliographical references (p. 263-271) and indexes

Details

• NCID: BA23775026
• ISBN:
  • 9051701721
• LCCN: 93207208
• Country Code: ne
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Amsterdam
• Pages/Volumes: xi, 284 p.
• Size: 23 cm
• Classification:
  • LCC : HG4636
• Subject Headings:
  • LCSH : Securities -- Prices -- Mathematical models
  • LCSH : Program trading (Securities) -- Mathematical models
  • LCSH : Futures market -- Mathematical models
• Parent Bibliography ID:
  • BA13808617