Active momentum trading versus passive '1/N naive diversification'

Anuraj N. Banerjee, Chi-Hsiou D. Hung

    Research output: Contribution to journalArticle

    3 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)655-663
    Number of pages9
    JournalQuantitative Finance
    Volume13
    Issue number5
    DOIs
    Publication statusPublished - May 2013

    Keywords

    • RISK
    • PLANS
    • EXPLANATIONS
    • PROFITS
    • STRATEGIES
    • ANOMALIES
    • RETURNS
    • BIASES

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