The Journal of Investment Strategies

Properties of the most diversified portfolio

Yves Choueifaty, Tristan Froidure, Julien Reynier · 2013 · 141 citations

Business, Finance, Financial Management +15

Two centuries of trend following

Yves Lempérière, Cyril Deremble, Philip Seager et al. · 2014 · 87 citations

Business, Economics, Finance +12

A proof of the optimality of volatility weighting over time

Winfried G. Hallerbach · 2012 · 42 citations

Business, Finance, Financial Management +17

High-frequency trading and long-term investors: a view from the buy side

Nataliya Bershova, Dmitry Rakhlin · 2013 · 39 citations

Business, Economics, Finance +15

Real-time prediction and post-mortem analysis of the Shanghai 2015 stock market bubble and crash

Didier Sornette, Guilherme Demos, Zhang Qun et al. · 2015 · 31 citations

Business, Economics, Finance +15