Search Results for author: P. Murialdo

Found 1 papers, 0 papers with code

Inferring Multi-Period Optimal Portfolios via Detrending Moving Average Cluster Entropy

no code implementations20 Apr 2021 P. Murialdo, L. Ponta, A. Carbone

Despite half a century of research, there is still no general agreement about the optimal approach to build a robust multi-period portfolio.

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