@article{publication-19231,
	author={Thomann, Andreas},
	doi={10.1007/s10479-020-03547-2},
	issn={0254-5330},
	journal={Annals of Operations Research},
	number={1-2},
	pages={293-315},
	publisher={Springer},
	title={Multi-asset scenario building for trend-following trading strategies},
	volume=299,
	year=2021,
}