Optimal investment horizons for stocks and markets-Reference-Cited by-同舟云学术

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Optimal investment horizons for stocks and markets

Published:2006-10 Issue:1 Volume:370 Page:64-67
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Johansen A.,Simonsen I.,Jensen M.H.

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference9 articles.

1. Optimal investment horizons

2. Inverse statistics in economics: the gain–loss asymmetry

3. L. Bachelier, Théorie de la Spéculation, Annales de l”E.N.S, 1900.

4. Theory of Financial Risks: From Statistical Physics to Risk Management;Bouchaud,2000

5. A. Johansen, I. Simonsen, M.H. Jensen, Inverse statistics for stocks and markets, Quant. Finance, 〈http://xyz.lanl.gov/physics/0511091〉, submitted for publication.

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