Su, EnDer; Knowles, Thomas W.; Fen, Yu-Gin - In: International Journal of Strategic Decision Sciences (IJSDS) 7 (2016) 2, pp. 69-88
. In addition, a risk factor of volatility of currency returns is considered to develop a risk-controllable fuzzy inference … outperforms the buy-and-hold strategy. Moreover, when considering the risk factor of currency volatility, the performance appears … significantly better. Remarkably, the trading strategy is apparently affected when the USD value or the volatility of currency …