Optimization study of momentum investment strategies under asymmetric power-law distribution of return rate (Q6553230)
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scientific article; zbMATH DE number 7863055
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimization study of momentum investment strategies under asymmetric power-law distribution of return rate |
scientific article; zbMATH DE number 7863055 |
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Optimization study of momentum investment strategies under asymmetric power-law distribution of return rate (English)
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11 June 2024
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asymmetric power-law distribution
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fractal expectation
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fractal variance
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momentum strategy
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risk-adjusted momentum strategy
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