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Learning the dynamics of technical trading strategies
Murphy, N. J.; Gebbie, T. J. - In: Quantitative finance 21 (2021) 8, pp. 1325-1349
Persistent link: https://www.econbiz.de/10012608650
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When do two- or three-fund separation theorems hold?
Bernard, Carole; De Vecchi, Corrado; Vanduffel, Steven - In: Quantitative finance 21 (2021) 11, pp. 1869-1883
Persistent link: https://www.econbiz.de/10012696788
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Modelling fundamental analysis in portfolio selection
Zhang, Huazhu; Yan, Cheng - In: Quantitative finance 18 (2018) 8, pp. 1315-1326
Persistent link: https://www.econbiz.de/10011911539
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Detailed study of a moving average trading rule
Ferreira, Fernando F.; Silva, A. Christian; Yen, Ju-Yi - In: Quantitative finance 18 (2018) 9, pp. 1599-1617
Persistent link: https://www.econbiz.de/10011913212
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Leveraging a call-put ratio as a trading signal
Houlihan, Patrick; Creamer Guillén, Germán - In: Quantitative finance 19 (2019) 5, pp. 763-777
Persistent link: https://www.econbiz.de/10012194713
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Detection of false investment strategies using unsupervised learning methods
López de Prado, Marcos M.; Lewis, Michael J. - In: Quantitative finance 19 (2019) 9, pp. 1555-1565
Persistent link: https://www.econbiz.de/10012194806
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The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki; Lee, Yongjae; Kim, Jang Ho; Kim, Woo Chang; … - In: Quantitative finance 22 (2022) 10, pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
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Trend following with momentum versus moving averages : a tale of differences
Zakamulin, Valeriy; Giner, Javier - In: Quantitative finance 20 (2020) 6, pp. 985-1007
Persistent link: https://www.econbiz.de/10012262654
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Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree
Ma, Changfu; Xu, Wei; Yuan, George - In: Quantitative finance 20 (2020) 12, pp. 2037-2053
Persistent link: https://www.econbiz.de/10012313551
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Are missing values important for earnings forecasts? : a machine learning perspective
Uddin, Ajim; Tao, Xinyuan; Chou, Chia-Ching; Yu, Dantong - In: Quantitative finance 22 (2022) 6, pp. 1113-1132
Persistent link: https://www.econbiz.de/10013367888