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Robust portfolio choice with ambiguity and learning about return predictability
Branger, Nicole, (2013)
Robust optimization of time series momentum portfolios
Fague, Jeremy, (2021)
Reversing momentum : the optimal dynamic momentum strategy
Li, Kai, (2016)
The Accrual Anomaly in Australia : A Closer Look at Trading Strategy Returns
Taylor, Stephen L., (2010)
Audit Quality, Accounting Attributes and the Cost of Equity Capital
Li, Yang, (2009)
Robust anomalies? A close look at accrual‐based trading strategy returns
Taylor, Stephen, (2012)