An innovative risk management methodology for trading equity indices based on change points
Year of publication: |
March 2018
|
---|---|
Authors: | Gösmann, Josua ; Ziggel, Daniel |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 19.2018, 2, p. 99-109
|
Subject: | Trading strategies | Equity indices | Change points | Risk management | Hypothesis testing | Risikomanagement | Theorie | Theory |
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