@article{129ccf18438147a59a1bb2ce6bb0491c,
title = "Risk and return of a trend-chasing application in financial markets: an empirical test",
keywords = "Expected shortfall, Investment decision, Stock returns, Value-at-Risk, Volatility, Expected shortfall, Investment decision, Stock returns, Value-at-Risk, Volatility",
author = "Jukka Ilom{\"a}ki",
year = "2018",
doi = "10.1057/s41283-018-0036-1",
language = "English",
volume = "20",
pages = "258--272",
journal = "Risk Management",
issn = "1460-3799",
publisher = "Palgrave Macmillan",
number = "3",
}