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    ICASSP
    2011
    IEEE
    170views Signal Processing» more  ICASSP 2011»
    Risk management for trading in multiple frequencies
    12 years 8 months ago
    Risk management for trading in multiple frequencies
    Download  mirlab.org
    We present fundamental concepts of risk and propose two methods for risk management of a portfolio in this paper. Moreover, we introduce their novel extensions to trading in multi...
    Mustafa U. Torun, Ali N. Akansu, Marco Avellaneda
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