Volatility filter for index tracking and long-short market-neutral strategies

Miao, Jia (2007) Volatility filter for index tracking and long-short market-neutral strategies. Journal of Asset Management, 8(2), pp. 101-111. ISSN (print) 1470-8272

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Item Type: Article
Research Area: Accounting and finance
Faculty, School or Research Centre: Faculty of Business and Law
Faculty of Business and Law > Kingston Business School (Accounting and Finance) (until July 2013)
Depositing User: Patricia Lally
Date Deposited: 24 Jan 2013 14:46
Last Modified: 24 Jan 2013 14:46
URI: http://eprints.kingston.ac.uk/id/eprint/24588

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