Risk adjusted momentum strategies: A comparison between constant and dynamic volatility scaling approaches
Fan, Minyou, Li, Youwei, Liu, JiadongМова:
english
Журнал:
Research in International Business and Finance
DOI:
10.1016/j.ribaf.2017.12.004
Date:
January, 2018
Файл:
PDF, 492 KB
english, 2018
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