Optimal Trend Portfolios
The paper demonstrates that a portfolio based on trend-following signal outperforms in cross-asset trading.
Featured in No. 59 on 31 Jul 2024 ·
- Released
- 23 Sep 2023
- First featured
- No. 59 · 31 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4908749
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