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Momentum and reversal : information from prior returns

Kolari, James W.; Shin, Sang-Ook - In: Applied economics 56 (2024) 3, pp. 318-336

Persistent link: https://www.econbiz.de/10014439916

Market volatility, momentum, and reversal : a switching strategy

Butt, Hilal Anwar; Kolari, James W.; Sadaqat, Mohsin - In: The journal of asset management : a major new, … 25 (2024) 5, pp. 460-478

Persistent link: https://www.econbiz.de/10015192322

Man versus machine : on artificial intelligence and hedge funds performance

Grobys, Klaus; Kolari, James W.; Niang, Joachim - In: Applied economics 54 (2022) 40, pp. 4632-4646

Persistent link: https://www.econbiz.de/10013411004

Revisiting momentum profits in emerging markets

Butt, Hilal Anwar; Kolari, James W.; Sadaqat, Mohsin - In: Pacific-Basin finance journal 65 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10013209669

Factor momentum, option-implied volatility scaling, and investor sentiment

Grobys, Klaus; Kolari, James W.; Rutanen, Jere - In: The journal of asset management : a major new, … 23 (2022) 2, pp. 138-155

Persistent link: https://www.econbiz.de/10013171033

Professional Investment Portfolio Management : Boosting Performance with Machine-Made Portfolios and Stock Market Evidence

Kolari, James W.; Liu, Wei; Pynnönen, Seppo - 2023

Part I: Introduction -- Chapter 1: Portfolio Theory and Practice -- Part II: Previous Asset Pricing Models -- Chapter 2: General Equilibrium Asset Pricing Models -- Chapter 3: Multifactor Asset Pricing Models -- Part III: The ZCAPM -- Chapter 4: A New Asset Pricing Model: The ZCAPM -- Chapter 5:...

Persistent link: https://www.econbiz.de/10014467008