On the profitability of momentum strategies and optimal leverage rules

Christian Lundström

Year of publication:	2020
Authors:	Lundström, Christian
Publisher:	Umeå, Sweden : Department of Economics, Umeå University
Subject:	Bootstrap \| Exchange Traded Products \| Kelly criterion \| Money management \| Opening Range Breakout strategies \| Optimal fraction criterion \| Time series momentum \| Theorie \| Theory \| Anlageverhalten \| Behavioural finance \| Bootstrap-Verfahren \| Bootstrap approach \| Kapitaleinkommen \| Capital income \| Rentabilität \| Profitability \| Portfolio-Management \| Portfolio selection \| Zeitreihenanalyse \| Time series analysis \| Volatilität \| Volatility \| Finanzanalyse \| Financial analysis

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