Optimal allocation of trend following strategies (Q1618529)
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scientific article; zbMATH DE number 6977203
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal allocation of trend following strategies |
scientific article; zbMATH DE number 6977203 |
Statements
Optimal allocation of trend following strategies (English)
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13 November 2018
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optimal allocation
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trend following
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asset correlations
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diversification
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Gaussian returns
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futures
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0.7443534731864929
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0.7405114769935608
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0.7295450568199158
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0.7209894061088562
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