{
  "annotation_id": "91aa70b6-9e58-43a9-9473-aa74621fcc11",
  "date_created": "2026-03-02T18:00:57.173000Z",
  "date_modified": "2026-03-02T18:00:57.173000Z",
  "file_hash": "4071b3be1a8c8e0c33417ec6cb13e086bf3bb1d261f71e9df95305eadb1428c6",
  "private": false,
  "record": {
    "abstract": "We review a resent {\\em time-dependent} performance measure for economical\ntime series -- the (optimal) investment horizon approach. For stock indices,\nthe approach shows a pronounced gain-loss asymmetry that is {\\em not} observed\nfor the individual stocks that comprise the index. This difference may hint\ntowards an synchronize of the draw downs of the stocks.",
    "arxiv_id": "physics/0504150",
    "authors": [
      "Ingve Simonsen",
      "Anders Johansen",
      "Mogens H. Jensen"
    ],
    "categories": [
      "physics.soc-ph",
      "q-fin.TR"
    ],
    "title": "Investment horizons : A time-dependent measure of asset performance",
    "url": "https://arxiv.org/abs/physics/0504150"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "879389ec-6544-4aef-a6ce-af48e1d837ae",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}