Adaptive Portfolio Strategy with User-Specified Risk Tolerance
The simple moving average strategy is improved by incorporating risk tolerance, and a multiasset strategy is proposed and evaluated.
Featured in No. 1 on 24 May 2023 · on release day
- Released
- 24 May 2023
- First featured
- No. 1 · 24 May 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
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- Identifier
- RePEc:gam:jmathe:v:11:y:2023:i:7:p:1637-:d:1109769
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