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Trend-Following, Risk-Parity and the Influence of Correlations · Study

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ChapterTrend-Following, Risk-Parity and the Influence of Correlations

Unknown author2015

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Trend-Following, Risk-Parity and the Influence of Correlations

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20 citations·0/0 files stored·Elsevier eBooks

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Risk and Portfolio Optimization

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References

1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 2001Profitability of Momentum Strategies: An Evaluation of Alternative Explanations 2013Value and Momentum Everywhere 2011Time Series Momentum 2012Index Investment and the Financialization of Commodities 2013Financialization of Commodity Markets 2010The Properties of Equally Weighted Risk Contribution Portfolios 2014Momentum has its moments

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2015Uncovering Trend Rules

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Year2015

Typechapter

Published2015-01-01

VenueElsevier eBooks

Languageen

Citations20

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/b978-1-78548-008-9.50003-4

openalex_workW2173983479

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