"Multi-asset scenario building for trend-following trading strategies."

Andreas Thomann (2021)

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DOI: 10.1007/S10479-020-03547-2

access: closed

type: Journal Article

metadata version: 2021-04-29

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Andreas Thomann:
Multi-asset scenario building for trend-following trading strategies. Ann. Oper. Res. 299(1): 293-315 (2021)

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