Profit Profiles in Correlated Markets

Details Profit Profiles in Correlated Markets Profit Profiles in Correlated Markets

2001-04-17

arxiv.org/abs/cond-mat/0104305v1

Physica A 316, 561 (2002)

Physics

Condensed Matter

Statistical Mechanics

5 pages, 4 figures

Scientific paper

10.1016/S0378-4371(02)01024-5

We consider a financial market where the asset price follows a fractional
Brownian motion. We introduce a family of investment strategies, and quantify
profit possibilities for both persistent and antipersistant markets.

Affiliated with

Also associated with

No associations

Rating

Profit Profiles in Correlated Markets does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Profit Profiles in Correlated Markets, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Profit Profiles in Correlated Markets will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-484114