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Sector momentum
Wang, Jun; Brooks, Robert; Lu, Xing; Holzhauer, Hunter M. - In: The journal of investing 26 (2017) 2, pp. 48-60
Persistent link: https://www.econbiz.de/10011736200
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Growth/value, market cap, and momentum
Wang, Jun; Brooks, Robert; Lu, Xing; Holzhauer, Hunter M. - In: The journal of investing 23 (2014) 1, pp. 33-42
Persistent link: https://www.econbiz.de/10011312856
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Time-series residual momentum strategies
Kim, Saejoon - In: Applied economics 54 (2022) 5, pp. 580-594
Persistent link: https://www.econbiz.de/10012874231
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Deep time series forecasting for enhanced index tracking
Kim, Saejoon - In: Applied economics 53 (2021) 17, pp. 1916-1934
Persistent link: https://www.econbiz.de/10012500905
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Bond portfolio holding period return decomposition
Brooks, Robert; Upton, Kate - In: The journal of investing 26 (2017) 2, pp. 78-90
Persistent link: https://www.econbiz.de/10011736255