Pages that link to "Item:Q5106353"
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The following pages link to Optimal Dynamic Momentum Strategies (Q5106353):
Displaying 9 items.
- Quantile momentum (Q660056) (← links)
- Asset allocation with time series momentum and reversal (Q1657387) (← links)
- Physical approach to price momentum and its application to momentum strategy (Q1783127) (← links)
- Asymmetric extreme tails and prospective utility of momentum returns (Q1925906) (← links)
- Optimal retirement in a general market environment (Q2045148) (← links)
- Momentum and the cross-section of stock volatility (Q2102873) (← links)
- Momentum and Mean Reversion in Strategic Asset Allocation (Q3117844) (← links)
- Momentum liquidation under partial information (Q3188565) (← links)
- Hybrid power generation supply chain financing and purchasing strategies with option hedging against disruption (Q6607633) (← links)