Jia-Yi Lie, Hong-Yu Duan, Yu-Luan Chen, Zhao-Rong Lai. Selection of Market Window Size in Portfolio Strategies. In Proceedings of the 9th International Conference on E-business, Management and Economics, ICEME 2018, Waterloo, ON, Canada, August 02-04, 2018. pages 127-133, ACM, 2018. [doi]
Abstract is missing.