Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 1 of 1 for “"Portafolio Turnover"”.
-
Estrategias de trading con Time Series Momentum
… holding periods while minimising the portfolio turnover, hence dominating the ordinary momentum trading signal in literature, the sign of past returns. Regarding the volatility adjusted aggregation of univariate strategies, the Realized Volatility estimator did not present the best results as it …