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When do systematic strategies decay? - MaRDI portal

When do systematic strategies decay? (Q5051968)

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scientific article; zbMATH DE number 7620636
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English
When do systematic strategies decay?
scientific article; zbMATH DE number 7620636

    Statements

    title
    When do systematic strategies decay? (English)
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    author
    Antoine Falck
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    Adam Rej
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    David Thesmar
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    publication date
    18 November 2022
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    zbMATH Keywords
    investment strategies
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    decay
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    arbitrage
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    overfitting
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    covariates
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    Identifiers

    zbMATH DE Number
    7620636
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    OpenAlex ID
    W4290631000
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