Risk-managed time-series momentum: An emerging economy experience
Year of publication: |
2022
|
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Authors: | Walia, Nidhi ; Bekiros, Stelios ; Gupta, Arushi ; Kumar, Jigyasu ; Mishra, Amar Kumar |
Published in: |
Journal of Economics, Finance and Administrative Science. - ISSN 2218-0648. - Vol. 27.2022, 54, p. 328-343
|
Publisher: |
Bingley : Emerald Publishing Limited |
Subject: | Time-series momentum | Risk-managed time-series momentum | Indian stock market |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1108/JEFAS-08-2021-0159 [DOI] 1859416608 [GVK] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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