Trend-following with better adaptation to large downside risks.
Avoiding losses from long-term trend reversals is challenging, and trend-following is one of the few trading approaches to explore it. While trend-following is popular among investors and has gained increased attention in academia, the recent diminished profitability in equity markets casts doubt on...
Bewaard in:
| Hoofdauteurs: | , |
|---|---|
| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
Public Library of Science (PLoS)
2022-01-01
|
| Reeks: | PLoS ONE |
| Online toegang: | https://doi.org/10.1371/journal.pone.0276322 |
| Tags: |
Geen labels, Wees de eerste die dit record labelt!
|