Di Persio, Luca; Garbelli, Matteo; Wallbaum, Kai - In: Risks : open access journal 9 (2021) 2/33, pp. 1-16
, investment levels have decreased over recent years. Moreover, the recent turbulence caused by the COVID-19 crisis has accelerated …-looking VolTarget strategy while using an ML-based prediction as the input, the average outcome for an investment in a drawdown plan is …