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A critique of momentum strategies
Gao, Yang; Leung, Henry; Satchell, Stephen - In: The journal of asset management 19 (2018) 5, pp. 341-350
Persistent link: https://www.econbiz.de/10011942569
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Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert; Leung, Henry; Leung, Jessica Wai Yin; … - In: Journal of empirical finance 71 (2023), pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
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Partial moment momentum
Gao, Yang; Leung, Henry; Satchell, Stephen - In: Journal of banking & finance 135 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013401726