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]

Authors

Jirapond Muangprathub

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Arthit Intarasit

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Laor Boongasame

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Nattakarn Phaphoom

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