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N°14-71: Risk Adjusted Time Series Momentum, M. Dudler, B. Gmuer, and S. Malamud, 2014.

N°14-71: Risk Adjusted Time Series Momentum, M. Dudler, B. Gmuer, and S. Malamud, 2014.

AutorS. Malamud, M. Dudler, B. Gmuer
Datum1. Jan. 2014
KategorieWorking Papers
Linkhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=2457647

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