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Optimal investment horizons for stocks and markets

✍ Scribed by A. Johansen; I. Simonsen; M.H. Jensen

Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
148 KB
Volume
370
Category
Article
ISSN
0378-4371

No coin nor oath required. For personal study only.

✦ Synopsis

The inverse statistics is the distribution of waiting times needed to achieve a predefined level of return obtained from (detrended) historic asset prices [I.

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