Challenging the robustness of optimal portfolio investment with moving average-based strategies (Q4628039)
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scientific article; zbMATH DE number 7032864
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Challenging the robustness of optimal portfolio investment with moving average-based strategies |
scientific article; zbMATH DE number 7032864 |
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Challenging the robustness of optimal portfolio investment with moving average-based strategies (English)
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6 March 2019
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optimal strategy
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moving average crossovers
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robustness
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parameter misspecification
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