Munich Personal RePEc Archive

Browse by Authors

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Date | Item ID
Number of items: 1.

20 December 2017

Fan, Minyou and Li, Youwei and Liu, Jiadong (2017): Risk adjusted momentum strategies: a comparison between constant and dynamic volatility scaling approaches.

This list was generated on Mon Oct 21 15:55:07 2019 CEST.
UB_LMU-Logo
MPRA is a RePEc service hosted by
the Munich University Library in Germany.