Mean–variance vs trend–risk portfolio selection
Crossref DOI link: https://doi.org/10.1007/s11846-023-00660-x
Published Online: 2023-04-13
Published Print: 2024-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Neděla, David http://orcid.org/0000-0003-1960-8318
Ortobelli, Sergio
Tichý, Tomáš
Funding for this research was provided by:
Grantová Agentura České Republiky (20-16764S)
VSB Fonds (SP2022/4)
Text and Data Mining valid from 2023-04-13
Version of Record valid from 2023-04-13
Article History
Received: 1 June 2022
Accepted: 14 March 2023
First Online: 13 April 2023
Declarations
:
: Not applicable.