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"OR Practice - Playing the Turn-of-the-Year Effect with Index Futures."

Ross Clark, William T. Ziemba (1987)

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DOI: 10.1287/OPRE.35.6.799

access: closed

type: Journal Article

metadata version: 2020-03-31

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  - journals/ior/ClarkZ87
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Ross Clark, William T. Ziemba:
OR Practice - Playing the Turn-of-the-Year Effect with Index Futures. Oper. Res. 35(6): 799-813 (1987)

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