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

Anuraj N. Banerjee; Chi-Hsiou D. Hung

doi:10.1080/14697688.2013.766760

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

Anuraj N. Banerjee, Chi-Hsiou D. Hung

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	655-663
Number of pages	9
Journal	Quantitative Finance
Volume	13
Issue number	5
DOIs	https://doi.org/10.1080/14697688.2013.766760
Publication status	Published - May 2013

Keywords

RISK
PLANS
EXPLANATIONS
PROFITS
STRATEGIES
ANOMALIES
RETURNS
BIASES

Access to Document

10.1080/14697688.2013.766760

Cite this

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title = "Active momentum trading versus passive '1/N naive diversification'",

keywords = "RISK, PLANS, EXPLANATIONS, PROFITS, STRATEGIES, ANOMALIES, RETURNS, BIASES",

author = "Banerjee, {Anuraj N.} and Hung, {Chi-Hsiou D.}",

year = "2013",

month = may,

doi = "10.1080/14697688.2013.766760",

language = "English",

volume = "13",

pages = "655--663",

journal = "Quantitative Finance",

issn = "1469-7688",

publisher = "Taylor & Francis",

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AU - Banerjee, Anuraj N.

AU - Hung, Chi-Hsiou D.

PY - 2013/5

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KW - RISK

KW - PLANS

KW - EXPLANATIONS

KW - PROFITS

KW - STRATEGIES

KW - ANOMALIES

KW - RETURNS

KW - BIASES

U2 - 10.1080/14697688.2013.766760

DO - 10.1080/14697688.2013.766760

M3 - Article

SN - 1469-7688

VL - 13

SP - 655

EP - 663

JO - Quantitative Finance

JF - Quantitative Finance

IS - 5

ER -