70 citations · 127 across the 3 of their papers we have counts for
3 papers
physics.soc-ph2005
Inverse Statistics for Stocks and Markets
A. Johansen, I. Simonsen, M. H. Jensen
In recent publications, the authors have considered inverse statistics of the Dow Jones Industrial Averaged (DJIA) [1-3]. Specifically, we argued that the natural candidate for suc…
cond-mat.soft2002★ 57 cited
Inverse Statistics in Economics : The gain-loss asymmetry
Mogens H. Jensen, Anders Johansen, Ingve Simonsen
Inverse statistics in economics is considered. We argue that the natural candidate for such statistics is the investment horizons distribution. This distribution of waiting times n…
cond-mat.stat-mech2002★ 70 cited
Optimal Investment Horizons
Ingve Simonsen, Mogens H. Jensen, Anders Johansen
In stochastic finance, one traditionally considers the return as a competitive measure of an asset, {\it i.e.}, the profit generated by that asset after some fixed time span ,…