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Optimal Dynamic Momentum Strategies - MaRDI portal

Optimal Dynamic Momentum Strategies (Q5106353)

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scientific article; zbMATH DE number 7587513
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English
Optimal Dynamic Momentum Strategies
scientific article; zbMATH DE number 7587513

    Statements

    title
    Optimal Dynamic Momentum Strategies (English)
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    author
    Kai Li
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    Jun Liu
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    publication date
    19 September 2022
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    zbMATH Keywords
    momentum
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    optimal portfolio
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    path dependence
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    Identifiers

    zbMATH DE Number
    7587513
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    OpenAlex ID
    W4212897224
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