Risk and return of a trend-chasing application in financial markets: an empirical test
Jukka Ilomäki
| Year of publication: |
August 2018
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|---|---|
| Authors: | Ilomäki, Jukka |
| Published in: |
Risk management : a journal of risk, crisis and disaster. - Basingstoke : Palgrave Macmillan, ISSN 1460-3799, ZDB-ID 2227982-9. - Vol. 20.2018, 3, p. 258-272
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| Subject: | Value-at-Risk | Expected shortfall | Volatility | Investment decision | Stock returns | Risikomaß | Risk measure | Kapitaleinkommen | Capital income | Volatilität | Finanzmarkt | Financial market | Portfolio-Management | Portfolio selection | Risiko | Risk | Theorie | Theory | CAPM | Kapitalanlage | Financial investment | Schätzung | Estimation | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Investitionsentscheidung | Erwartungsbildung | Expectation formation | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41283-018-0036-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011885978