Portfolio symmetry and momentum
From MaRDI portal
Publication:635190
DOI10.1016/j.ejor.2011.05.012zbMath1219.91124MaRDI QIDQ635190
Monica Billio, Ludovic Calès, Dominique Guégan
Publication date: 19 August 2011
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://www.unive.it/pag/fileadmin/user_upload/dipartimenti/economia/doc/Pubblicazioni_scientifiche/working_papers/2009/WP_DSE_billio_cales_guegan_05_09.pdf
91G10: Portfolio theory
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