Optimal trend-following portfolios
Sebastien Valeyre
| Year of publication: |
2023
|
|---|---|
| Authors: | Valeyre, Sebastien |
| Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1246, ZDB-ID 2701678-X. - Vol. 12.2023, 3, p. 1-21
|
| Subject: | portfolio management | trend following (TF) | risk parity | Sharpe ratio | cross-asset strategies | optimal portfolios | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOIS.2023.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014484648