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This paper analyses the impact of parametric timing portfolio strategies on the U.S. stock market. In particular, we assume that the log-returns follow a given parametric Levy process and we describe a methodology to approximate the distributions of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9e75e2d78e4059ea4c7d784c1299e93c
http://hdl.handle.net/10446/128427
http://hdl.handle.net/10446/128427
