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Quantitative finance
NBER working paper series
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ECONIS (ZBW)
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1
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
Saved in:
2
Sell in May and go away : the evidence in the international equity index futures markets
Dzhabarov, Constantine
;
Ziegler, Alexandre
;
Ziemba, …
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 171-181
Persistent link: https://www.econbiz.de/10011905853
Saved in:
3
Too fast or too slow? : determining the optimal speed of financial markets
Fricke, Daniel
;
Gerig, Austin
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 519-532
Persistent link: https://www.econbiz.de/10011906427
Saved in:
4
Optimal embedded leverage
Lundström, Christian
;
Peltomäki, Jarkko
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1077-1085
Persistent link: https://www.econbiz.de/10011911520
Saved in:
5
Combining standard and behavioral portfolio theories : a practical and intuitive approach
Alles Rodrigues, Alexandre
;
Lleo, Sébastien
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 707-717
Persistent link: https://www.econbiz.de/10011906943
Saved in:
6
Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation
Ardia, David
;
Boudt, Kris
;
Nguyen, Giang
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1249-1259
Persistent link: https://www.econbiz.de/10011911535
Saved in:
7
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
8
Continuous-time stochastic mutual fund management game between active and passive funds
Han, Kai
;
Rong, Ximin
;
Shen, Yang
;
Zhao, Hui
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1647-1667
Persistent link: https://www.econbiz.de/10012653705
Saved in:
9
Welfare effects of information and rationality in portfolio decisions under parameter uncertainty
Longo, M.
;
Mainini, A.
- In:
Quantitative finance
18
(
2018
)
12
,
pp. 2035-2050
Persistent link: https://www.econbiz.de/10012262961
Saved in:
10
Estimating a regime switching pairs trading model
Elliott, Robert J.
;
Bradrania, Reza
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 877-883
Persistent link: https://www.econbiz.de/10011907956
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