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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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Improving risk forecasts for optimized portfolio
Menchero, Jose; Wang, Jun; Orr, D. J. - In: Financial analysts' journal : FAJ 68 (2012) 3, pp. 40-50
Persistent link: https://www.econbiz.de/10009680624