Content-type: text/application/x-research-info-systems

Provider: Palgrave Macmillan
Content: application/x-research-info-systems
TY  - JOUR
AU  - Miao, Jia
TI  - Volatility filter for index tracking and long-short market-neutral strategies
JA  - J of Asset Manag
PY  - 0000///print
VL  - 8
IS  - 2
SP  - 101
EP  - 111
SN  - 1470-8272
UR  - http://dx.doi.org/10.1057/palgrave.jam.2250064
ER  -