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On the profitability of momentum strategies and optimal lev..:
Lundström Tjurhufvud, Christian
Umeå economic studies, 0348-1018. , 2020
Link:
http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-17908
RT Journal T1
On the profitability of momentum strategies and optimal leverage rules ; Angående vinsten från momentum strategier samt regler för optimal hävstång
UL https://suche.suub.uni-bremen.de/peid=base-ftumeauniv:oai:DiVA.org:umu-179086&Exemplar=1&LAN=DE A1 Lundström Tjurhufvud, Christian PB Umeå universitet, Nationalekonomi; Umeå : Umeå University YR 2020 K1 Bootstrap K1 Exchange Traded Products K1 Kelly criterion K1 Money management K1 Opening Range Breakout Strategies K1 Optimal fraction criterion K1 Time series momentum K1 Economics K1 Nationalekonomi JF Umeå economic studies, 0348-1018 LK http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-179086 DO http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-179086 SF ELIB - SuUB Bremen
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