A Study of Volatility Effects on the Performance of Trend-Following Trading Strategies
碩士 === 佛光大學 === 管理學系 === 104 === This study argues that the existence of heavy-tail phenomena is only a necessary condition, rather than a sufficient condition. Dealing with the market volatility properly might be the key factor to enhance the profitability of trend-following trading strategies. Wh...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/08824020394357659914 |