Trend Filtering Methods for Momentum Strategies
Year of publication: |
2013
|
---|---|
Authors: | Bruder, Benjamin |
Other Persons: | Dao, Tung-Lam (contributor) ; Richard, Jean-Charles (contributor) ; Roncalli, Thierry (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Portfolio-Management | Portfolio selection | Theorie | Theory |
Extent: | 1 Online-Ressource (49 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 1, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.2289097 [DOI] |
Classification: | G11 - Portfolio Choice ; G17 - Financial Forecasting ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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