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Volatility filters for active asset trading and portfolio optimisation

Miao, J (2006) Volatility filters for active asset trading and portfolio optimisation. Doctoral thesis, Liverpool John Moores University.

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Item Type: Thesis (Doctoral)
Subjects: H Social Sciences > HF Commerce > HF5001 Business
H Social Sciences > HF Commerce
H Social Sciences > HG Finance
Divisions: Liverpool Business School
Date Deposited: 08 Mar 2017 09:51
Last Modified: 08 Mar 2017 09:51
URI: http://researchonline.ljmu.ac.uk/id/eprint/5793

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