Optimal dynamic strategies on Gaussian returns
Nick Firoozye and Adriano S. Koshiyama
| Year of publication: |
2020
|
|---|---|
| Authors: | Firoozye, Nikan B. ; Koshiyama, Adriano S. |
| Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 9.2020, 1, p. 23-53
|
| Subject: | algorithmic trading | dynamic strategies | overfitting | quantitative finance | signal processing | Theorie | Theory | Portfolio-Management | Portfolio selection | Elektronisches Handelssystem | Electronic trading | Anlageverhalten | Behavioural finance | Wertpapierhandel | Securities trading | Strategisches Management | Strategic management | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOIS.2020.118 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012597125