![](/img/cover-not-exists.png)
Optimal Allocation of a Futures Portfolio Utilizing Numerical Market Phase Detection
Putzig, L., Becherer, D., Horenko, I.Volume:
1
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/090754029
Date:
January, 2010
File:
PDF, 472 KB
english, 2010