Freibauer, Jonas; Grawert, Silja - In: Journal of Risk and Financial Management 15 (2022) 10, pp. 1-20
(lower-risk and higher-risk) form the basis for testing our volatility-based trading strategy with different risk and loss …, and the risk and loss level underlying the trading strategy. We achieve this by using the riskier initial asset allocation … and applying our trading strategy with a risk and loss level of 10% each. In this case, a historical return of 326% could …