Journal of Investment Strategies最新文献_第3页

Corporate Equity Performance and Changes in Firm Characteristics 公司股权绩效与企业特征变化

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Journal of Investment Strategies Pub Date : 2020-08-14 DOI: 10.21314/JOIS.2021.007

B. Blank, Cole McLemore

引用次数: 1

Portfolio management of Commodity Trading Advisors with volatility-targeting 商品交易顾问的投资组合管理与波动目标

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Journal of Investment Strategies Pub Date : 2020-01-01 DOI: 10.21314/jois.2020.116

Marat Molyboga

引用次数: 1

A consistent investment strategy 一致的投资策略

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Journal of Investment Strategies Pub Date : 2019-10-07 DOI: 10.21314/jois.2019.111

Xianzhe Chen, Weidong Tian

引用次数: 0

Can shorting leveraged exchange-traded fund pairs be a profitable trade? 做空杠杆交易所交易基金(etf)对是一笔有利可图的交易吗?

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Journal of Investment Strategies Pub Date : 2019-09-10 DOI: 10.21314/jois.2019.110

G. Tsalikis, Simeon Papadopoulos

引用次数: 0

Is Trading Indicator Performance Robust? Evidence from Scenario Building 交易指标表现稳健吗?情景构建证据

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Journal of Investment Strategies Pub Date : 2019-01-02 DOI: 10.21314/jois.2020.119

Andrea Thomann

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引用次数: 0

Beta hedging: performance measures, momentum weighting and rebalancing effects 贝塔对冲:业绩衡量、动量加权和再平衡效应

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Journal of Investment Strategies Pub Date : 2019-01-01 DOI: 10.21314/jois.2019.105

Daniel Nadler, A. Schmidt

引用次数: 0

The price of Bitcoin: GARCH evidence from high-frequency data 比特币价格：高频数据的GARCH证据

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Journal of Investment Strategies Pub Date : 2018-12-14 DOI: 10.2760/06822

P. Ciaian, d'Artis Kancs, M. Rajcaniova

引用次数: 11

Optimal Dynamic Strategies on Gaussian Returns 高斯收益的最优动态策略

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Journal of Investment Strategies Pub Date : 2018-07-17 DOI: 10.2139/ssrn.3385639

Nikan B. Firoozye, Adriano Soares Koshiyama

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引用次数: 2