Risk-managed industry momentum and momentum crashes

Risk-managed industry momentum and momentum crashes

Grobys, Klaus, Ruotsalainen, Joni, Äijö, Janne
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Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2017.1420211
Date:
February, 2018
File:
PDF, 741 KB
english, 2018
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