Cross-asset time-series momentum strategy : a new perspective
Dezhong Xu, Bin Li, Tarlok Singh, Jung Chul Park
| Year of publication: |
2025
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|---|---|
| Authors: | Xu, Dezhong ; Li, Bin ; Singh, Tarlok ; Park, Jung Chul |
| Published in: |
Accounting and finance. - Melbourne : Wiley-Blackwell, ISSN 1467-629X, ZDB-ID 1482438-3. - Vol. 65.2025, 3, p. 2387-2419
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| Subject: | industrial metal assets | investment strategy | profitability | stock market | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Kapitalanlage | Financial investment | Aktienmarkt | Stock market | Börsenkurs | Share price | Rentabilität | Profitability | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/acfi.70001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015467666