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1 Ergebnisse
1
Reward-risk momentum strategies using classical tempered st..:
Choi, Jaehyung
;
Kim, Young Shin
;
Mitov, Ivan
http://arxiv.org/abs/1403.6093. , 2014
Link:
http://arxiv.org/abs/1403.6093
RT Journal T1
Reward-risk momentum strategies using classical tempered stable distribution
UL https://suche.suub.uni-bremen.de/peid=base-ftarxivpreprints:oai:arXiv.org:1403.6093&Exemplar=1&LAN=DE A1 Choi, Jaehyung A1 Kim, Young Shin A1 Mitov, Ivan YR 2014 K1 Quantitative Finance - Portfolio Management K1 Quantitative Finance - Risk Management JF http://arxiv.org/abs/1403.6093 LK http://arxiv.org/abs/1403.6093 DO http://arxiv.org/abs/1403.6093 SF ELIB - SuUB Bremen
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