Work

Stable distributions, futures prices, and the measurement of trading performance

Year: 1984

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.3990040407

Authors: Ronald W. Cornew, Donald E. Town, Lawrence D. Crowson

Institution: Brown University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2040911464

FWCI: 3.907

Cites: 35

Cited by: 91

Related to: 10