Constant-collateral pyramiding trading strategies in futures markets
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DOI: 10.1007/s11408-013-0216-7
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More about this item
Keywords
Noise trading; Feedback trading; Margin-setting methodology; Constant-collateral pyramiding trading strategies; G11; G18;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
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