Forecasting systemic risk in portfolio selection : The role of technical trading rules
Year of publication: |
2020
|
---|---|
Authors: | Kouaissah, Noureddine ; Hocine, Amin |
Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 40.2020, 4 (19.12.), p. 708-729
|
Publisher: |
Wiley |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Hocine, Amin, (2020)
-
Hocine, Amin, (2024)
-
Robust reward-risk performance measures with weakly second-order stochastic dominance constraints
Kouaissah, Noureddine, (2023)
- More ...