Keep up the momentum
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DOI: 10.1057/s41260-018-0078-7
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More about this item
Keywords
Momentum; Trend-following; Diversification; Payoff;All these keywords.
JEL classification:
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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