Out-performing the market with survival analysis: exposing the limitations of apparently well calibrated market traders


McGroarty, Frank, Ma, Tiejun, Johnson, J.E.V., Sung, M. and Tang, Leilei (2012) Out-performing the market with survival analysis: exposing the limitations of apparently well calibrated market traders. In, 19th International Conference on Forecasting Financial Markets, Marseille, FR, 23 - 25 May 2012.

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Item Type: Conference or Workshop Item (Paper)
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Subjects: H Social Sciences > HD Industries. Land use. Labor > HD61 Risk Management
H Social Sciences > HG Finance
Divisions: Faculty of Business and Law > Southampton Management School
ePrint ID: 340391
Date Deposited: 20 Jun 2012 15:25
Last Modified: 27 Mar 2014 20:22
URI: http://eprints.soton.ac.uk/id/eprint/340391

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