Open AccessTrend-following with better adaptation to large downside risks
Author(s) -
Teruko Takada,
Takahiro Kitajima
Publication year - 2022
Publication title -
plos one
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.99
H-Index - 332
ISSN - 1932-6203
DOI - 10.1371/journal.pone.0276322
Subject(s) - downside risk , profitability index , trend following , dilemma , equity (law) , econometrics , economics , stock (firearms) , trend analysis , financial economics , statistics , mathematics , portfolio , finance , mechanical engineering , geometry , political science , law , engineering
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