منابع مشابه
Optimal Investment Horizons
In stochastic finance, one traditionally considers the return as a competitive measure of an asset, i.e., the profit generated by that asset after some fixed time span ∆t, say one week or one year. This measures how well (or how bad) the asset performs over that given period of time. It has been established that the distribution of returns exhibits “fat tails” indicating that large returns occu...
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ژورنال
عنوان ژورنال: The European Physical Journal B - Condensed Matter
سال: 2002
ISSN: 1434-6028,1434-6036
DOI: 10.1140/epjb/e2002-00193-x