Using Monte Carlo Simulation to assess the profitability of a pre-holiday trading strategy in the Index Futures Market

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	363-374
Journal	Derivatives Use, Trading & Regulation
Volume	6
Issue number	4
Publication status	Published - 2001

Cite this

@article{b34faa990a0a477b8f1fd1ac8a8e0822,

title = "Using Monte Carlo Simulation to assess the profitability of a pre-holiday trading strategy in the Index Futures Market",

author = "Jacqueline Johnson",

year = "2001",

language = "English",

volume = "6",

pages = "363--374",

journal = "Derivatives Use, Trading \& Regulation",

issn = "1357-0927",

publisher = "Palgrave Macmillan",

number = "4",

}