how these volatility measures can be used for risk management. We find that momentum risk management significantly … risk management leads to a much lower exposure to market, value, and momentum factors; as a result, risk-managed momentum …We introduce a new class of momentum strategies, the risk-adjusted time series momentum (RAMOM) strategies, which are …

assumptions alone in measuring risk. Cushioning against risk has always created a plethora of complexities and challenges; hence …, this paper attempts to analyse statistical properties of various risk measures in a not normal distribution and provide a … financial blueprint on how to manage risk. It is assumed that using old assumptions of normality alone in a distribution is not …