Portfolio Risk and Return with a New Simple Moving Average of Price Change Ratio

Jirapond Muangprathub, Arthit Intarasit, Laor Boongasame, Nattakarn Phaphoom. Portfolio Risk and Return with a New Simple Moving Average of Price Change Ratio. Wireless Personal Communications, 115(4):3137-3153, 2020. [doi]

Abstract

Abstract is missing.