Using industry momentum to improve portfolio performance
Year of publication: |
2012
|
---|---|
Authors: | Behr, Patrick ; Guettler, Andre ; Truebenbach, Fabian |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 36.2012, 5, p. 1414-1423
|
Publisher: |
Elsevier |
Subject: | Portfolio optimization | Industry momentum | Minimum-variance portfolios |
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