Open AccessTrend-following with better adaptation to large downside risks
Author(s) -
Teruko Takada,
Takahiro Komamizu
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) - trend following , profitability index , downside risk , dilemma , equity (law) , economics , econometrics , trend analysis , stock (firearms) , financial economics , statistics , portfolio , mathematics , finance , mechanical engineering , geometry , political science , law , engineering