Market oscillations induced by the competition between value-based and trend-based investment strategies

Authors: G. Caginalp ^a; D. Balenovich ^b

Affiliations:	^a Department of Mathematics and Statistics, University of Pittsburgh, Pittsburgh, PA, USA
	^b Department of Mathematics, Indiana University of Pennsylvania, Indiana, PA, USA

DOI: 10.1080/13504869400000009

Publication Frequency: 6 issues per year

Published in: journal

Applied Mathematical Finance, Volume 1, Issue 2 December 1994 , pages 129 - 164

Subjects: Applied Mathematics; Business Mathematics; Finance; Financial Mathematics; Physics;

Formats available: PDF (English)

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