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Analysis of variance 1 Anlageverhalten 1 Behavioural finance 1 Capital income 1 Forecasting model 1 Kapitaleinkommen 1 Mean Variance 1 Method of moments 1 Momentenmethode 1 Momentum 1 Portfolio selection 1 Portfolio-Management 1 Prognoseverfahren 1 Regularization 1 Robust statistics 1 Robustes Verfahren 1 Theorie 1 Theory 1 Time series analysis 1 Turnover 1 Varianzanalyse 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Almeida, Caio 1 Fague, Jeremy 1
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Revista Brasileira de Finanças : RBFin 1
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ECONIS (ZBW) 1
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Robust optimization of time series momentum portfolios
Fague, Jeremy; Almeida, Caio - In: Revista Brasileira de Finanças : RBFin 19 (2021) 1, pp. 52-69
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