Optimal investment horizons for stocks and markets

A. Johansen; I. Simonsen; Mogens Høgh Jensen

doi:10.1016/j.physa.2006.04.030

Optimal investment horizons for stocks and markets

Authors:

Johansen, A. ;
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unknown
Simonsen, I. ;
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unknown
Jensen, Mogens Høgh
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Biocomplexity, Niels Bohr Institute, Faculty of Science, Københavns Universitet

DOI:

10.1016/j.physa.2006.04.030

Type:

Conference paper

Language:

English

Published in:

Physica A: Statistical Mechanics and Its Applications, 2006, Issue 1, p. 64-67

Main Research Area:

Science/technology

Publication Status:

Published

Review type:

Peer Review

Conference:

International Econophysics ColloquiumCanberra, AUSTRALIA, NOV 14-18, 2005COSNet; ARC Complex Open Syst Res Network; ANU, Appl Math; Ctr Biomed Engn; Univ Adelaide; Univ Studi Piemonte Orientale, Dipartimento Sci & Tecnol Avanzate; Natl Inst Phys Sci; Natl Inst Econ & Business; ANU, Res Sch Phys Sci; Australian Natl Univ

Submission year:

2006

Scientific Level:

Scientific

ID:

8042168

Optimal investment horizons for stocks and markets

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