Lempérière, Y.
- Two centuries of trend following
2014/04/12 by Lempérière, Y., Deremble, C., Seager, P. +2 · 2 citations
#FOS: Economics and business #General Finance (q-fin.GN) #Portfolio Management (q-fin.PM) #Statistical Finance (q-fin.ST)
- Black was right: Price is within a factor 2 of Value
2017/11/13 by Bouchaud, J. P., Ciliberti, S., Lempérière, Y. +3 · 1 citation
#FOS: Economics and business #Portfolio Management (q-fin.PM) #Statistical Finance (q-fin.ST)