SR-BLITS : Sharpe Ratio's backward-looking improvement as a trading strategy
Mohammed Shahid Abdulla
| Year of publication: |
2019
|
|---|---|
| Authors: | Abdulla, Mohammed Shahid |
| Published in: |
IIMB management review. - Bangalore : IIMB, ISSN 0970-3896, ZDB-ID 2413253-6. - Vol. 31.2019, 4, p. 368-373
|
| Subject: | Algorithmic trading | Portfolio management | Risk-adjusted returns | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading | Anlageverhalten | Behavioural finance | Finanzanalyse | Financial analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iimb.2019.07.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012213582