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"A trend-following strategy: Conditions for optimality."

Hoi Tin Kong, Qing Zhang, Gang George Yin (2011)

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DOI: 10.1016/J.AUTOMATICA.2011.01.039

access: closed

type: Journal Article

metadata version: 2020-02-20

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  dblp key:
  - journals/automatica/KongZY11
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  - https://dblp.org/rec/journals/automatica/KongZY11
Hoi Tin Kong, Qing Zhang, Gang George Yin:
A trend-following strategy: Conditions for optimality. Autom. 47(4): 661-667 (2011)

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