Simarjeet Singh; Walia, Nidhi; Bekiros, Stelios; Gupta, … - In: Journal of economics, finance & administrative science 27 (2022) 54, pp. 328-343
Purpose - This research study aims to design a novel risk-managed time-series momentum approach. The present study also examines the time-series momentum effect in the Indian equity market. Apart from this, the study also proposes a novel risk-managed time-series momentum approach....