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The cost of technical trading rules in the Forex market: A utility-based evaluation

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Product Description
This digital document is a journal article from Journal of International Money and Finance, published by Elsevier in 2006. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.

Description:
We compute the opportunity cost for rational risk averse agents of using technical trading rules in the foreign exchange rate market. We decompose thi… More >>

The cost of technical trading rules in the Forex market: A utility-based evaluation

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