Mitigating the dilemma of trend-following in averaging window selection to better adapt to downside risks

Mitigating the dilemma of trend-following in averaging window selection to better adapt to downside risks
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缓解平均窗口选择中的趋势跟踪困境,更好地适应下行风险

DOI:
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发表时间:
2021
期刊:
OCU Working Paper
影响因子:
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通讯作者:
Teruko Takada and Takahiro Kitajima
Teruko Takada and Takahiro Kitajima
中科院分区:
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文献类型:
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作者:
Takada Teruko;Kitajima Takahiro;Teruko Takada and Takahiro Kitajima

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