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~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Research in international business and finance"
~person:"Fan, Minyou"
~subject:"Portfolio-Management"
~type:"article"
~type_genre:"Article in journal"
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Risk adjusted momentum strategies : a comparison between constant and dynamic volatility scaling approaches
Fan, Minyou
;
Li, Youwei
;
Liu, Jiadong
- In:
Research in international business and finance
46
(
2018
),
pp. 131-140
Persistent link: https://www.econbiz.de/10011983588
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