Volatility-Weighting Applied to Momentum Strategies

Volatility-Weighting Applied to Momentum Strategies

du Plessis, Johan, Hallerbach, Winfried G
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Language:
english
Journal:
The Journal of Alternative Investments
DOI:
10.3905/jai.2016.2016.1.050
Date:
December, 2016
File:
PDF, 2.93 MB
english, 2016
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