Risk-managed industry momentum and momentum crashes
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Publication:4619515
DOI10.1080/14697688.2017.1420211zbMath1406.91492OpenAlexW3122949467MaRDI QIDQ4619515
Janne Äijö, Klaus Grobys, Joni Ruotsalainen
Publication date: 6 February 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2017.1420211
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