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Generalized Technical Analysis. Effects of transaction volume and risk

We generalize the momentum indicator idea taking into account the volume of transactions as a multiplicative factor. We compare returns obtained following strategies based on the classical or the generalized technical analysis, taking into account a sort of risk investor criterion.
Year of publication:
2002-12
Authors: Ausloos, M. ; Ivanova, K.
Institutions: arXiv.org
Extent:
application/pdf
Series:
Type of publication: Book / Working Paper
Source:
Persistent link: https://www.econbiz.de/10005098909
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