Investment horizons : A time-dependent measure of asset performance

Details Investment horizons : A time-dependent measure of asset performance Investment horizons : A time-dependent measure of asset performance

2005-04-21

arxiv.org/abs/physics/0504150v1

Physics

Physics and Society

6 pages Latex, 3 figures; To appear in "Practical Fruits of Econophysics" ed H. Takayasu (Springer Verlag, 2005)

Scientific paper

We review a resent {\em time-dependent} performance measure for economical
time series -- the (optimal) investment horizon approach. For stock indices,
the approach shows a pronounced gain-loss asymmetry that is {\em not} observed
for the individual stocks that comprise the index. This difference may hint
towards an synchronize of the draw downs of the stocks.

Affiliated with

Also associated with

No associations

Rating

Investment horizons : A time-dependent measure of asset performance 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 Investment horizons : A time-dependent measure of asset performance, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Investment horizons : A time-dependent measure of asset performance will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-315469