Optimal trend-following with transaction costs
Year of publication: |
2023
|
---|---|
Authors: | Zakamulin, Valeriy ; Giner, Javier |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 90.2023, p. 1-17
|
Subject: | Moving average crossover | Simple moving average | Stock market | Transaction costs | Trend-following | Theorie | Theory | Transaktionskosten | Aktienmarkt | Portfolio-Management | Portfolio selection |
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