Journal of Financial Markets
Vol. 34
2017
Stop-loss strategies with serial correlation, regime switching, and transaction costs
Andrew W.
Lo1;
Alexander
Remorov2
1 Massachusetts Institute of Technology · 2 MIT Operations Research Center, United States
- DOI
- 10.1016/j.finmar.2017.02.003
- Volume
- 34
- Pages
- 1-15
- Language
- en
- Sources
-
crossref
openalex
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