Volatility weighting applied to momentum strategies
Year of publication: |
2017
|
---|---|
Authors: | Plessis, Johan du ; Hallerbach, Winfried G. |
Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 19.2017, 3, p. 40-58
|
Subject: | Finanzanalyse | Financial analysis | Volatilität | Volatility | Portfolio-Management | Portfolio selection | USA | United States |
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