Long-run equity risk and dynamic trading strategies: a simulation exercise for the Italian stock market

Citation
Alessandro Penati et Francesco Corielli, Long-run equity risk and dynamic trading strategies: a simulation exercise for the Italian stock market, Ricerche economiche, 50(1), 1996, pp. 27-56
Journal title
Ricerche economiche
ISSN journal
00355054 → ACNP
Volume
50
Issue
1
Year of publication
1996
Pages
27 - 56
Database
ESSPER
SICI code
0035-5054(1996)50:1<27:LERADT>2.0.ZU;2-0