Essays in quantitative investments

This thesis studies the characteristics of Chinese futures markets and the quantitative investment strategies. The main objective of this thesis is to provide a comprehensive analysis on the performance of quantitative investment strategies in the Chinese market. Furthermore, with an econometric ana...

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Bibliographic Details
Main Author: Yang, Y.
Other Authors: Goncu, A.
Published: University of Liverpool 2018
Subjects:
510
Online Access:https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.755670