Winning investment strategies based on financial crisis indicators
Year of publication: |
2018
|
---|---|
Authors: | Kornprobst, Antoine |
Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 7.2018, 4, p. 27-49
|
Subject: | financial crisis | financial forecast | random matrix theory | systematic trading strategy | Sharpe ratio | equity index | Finanzkrise | Financial crisis | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Finanzmarkt | Financial market | Finanzanalyse | Financial analysis |
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