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Reversing momentum : the optimal dynamic momentum strategy

Kai Li and Jun Liu
Year of publication:
[2016]
Authors: Li, Kai ; Liu, Jun
Publisher: Sydney : Quantitative Finance Research Centre, University of Technology Sydney
Subject: portfolio selection | momentum crashes | dynamic optimal momentum strategy | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Theorie | Theory | Wertpapierhandel | Securities trading | Börsenkurs | Share price
freely available
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