7 citations · 8 across the 2 of their papers we have counts for
2 papers
q-fin.RM2016★ 1 cited
Risk averse fractional trading using the current drawdown
Stanislaus Maier-Paape
In this paper the fractional trading ansatz of money management is reconsidered with special attention to chance and risk parts in the goal function of the related optimization pro…
q-fin.ST2014★ 7 cited
Empirical Study of the 1-2-3 Trend Indicator
Yasemin Hafizogullari, Stanislaus Maier-Paape, Andreas Platen
In this paper we study automatically recognized trends and investigate their statistics. To do that we introduce the notion of a wavelength for time series via cross correlation an…