Marmi, Stefano; Pacati, Claudio; Renò, Roberto; Risso, … - In: International Journal of Computational Economics and … 3 (2013) 1/2, pp. 91-101
Routinely, practitioners and academics alike propose the use of trading strategies with an alleged improvement on the risk-return relation, typically entailing a considerably higher return for the given level of risk. A very popular example is "A quantitative approach to tactical asset...