Ebadi, H.; Bolgorian, Meysam; Jafari, G.R. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 23, pp. 5439-5446
Inverse statistics analysis studies the distribution of investment horizons to achieve a predefined level of return. This distribution provides a maximum investment horizon which determines the most likely horizon for gaining a specific return. There exists a significant difference between...