Probability distributions and leveraged trading strategies: an application of Gaussian mixture models to the Morgan Stanley Technology Index Tracking Fund

DOI10.1080/1469780500244320MaRDI QIDQ3375388zbMATH OpenOpenAlexFDO

Authors Andreas Lindemann, Christian Dunis, Paulo J. G. Lisboa

Publication date 8 March 2006

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/1469780500244320

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Trade models (91B60) Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

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Cites work

• A hitchhiker's guide to the techniques of adaptive nonlinear models

Cited in

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• scientific article; zbMATH DE number 1304938 (Why is no real title available?)

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