An empirical analysis of quantitative trading strategies

Thesis (M.B.A.)--Massachusetts Institute of Technology, Sloan School of Management, 2008.

Bibliographic Details
Main Author: Aiuchi, Masaharu
Other Authors: Andrew W. Lo.
Format: Thesis
Language:eng
Published: Massachusetts Institute of Technology 2009
Subjects:
Online Access:http://hdl.handle.net/1721.1/44439