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求助文献：Time series momentum and volatility scaling
4 个回复 - 455 次查看 【作者(必填)】Abby Y.Kim[/backcolor] [/backcolor]YiumanTse[/backcolor] [/backcolor]John K.Wald[/backcolor] 【文题(必填)】Time series momentum and volatility scaling 【年份(必填)】2016 【全 ...2019-5-20 17:35 - cooper56 - 求助成功区
4 个回复 - 455 次查看 【作者(必填)】Abby Y.Kim[/backcolor] [/backcolor]YiumanTse[/backcolor] [/backcolor]John K.Wald[/backcolor] 【文题(必填)】Time series momentum and volatility scaling 【年份(必填)】2016 【全 ...2019-5-20 17:35 - cooper56 - 求助成功区
Value, Size, Momentum, Dividend Yield, and Volatility in China’s A-Share Market
1 个回复 - 692 次查看 【作者(必填)】Christopher Cheung, George Hoguet and Sunny Ng 【文题(必填)】Value, Size, Momentum, Dividend Yield, and Volatility in China’s A-Share Market【年份(必填)】The Journal of Portfolio Man ...2019-7-27 20:12 - yishuiyuan2604 - 求助成功区
1 个回复 - 692 次查看 【作者(必填)】Christopher Cheung, George Hoguet and Sunny Ng 【文题(必填)】Value, Size, Momentum, Dividend Yield, and Volatility in China’s A-Share Market【年份(必填)】The Journal of Portfolio Man ...2019-7-27 20:12 - yishuiyuan2604 - 求助成功区
Market volatility and momentum
2 个回复 - 799 次查看 【作者(必填)】Kevin Q. Wanga 【文题(必填)】Market volatility and momentum 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S09275398140012242017-2-5 22:33 - MemMao - 求助成功区
2 个回复 - 799 次查看 【作者(必填)】Kevin Q. Wanga 【文题(必填)】Market volatility and momentum 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S09275398140012242017-2-5 22:33 - MemMao - 求助成功区
Volatility Weighting Applied to Momentum Strategies
1 个回复 - 750 次查看 【作者(必填)】Johan du Plessis and Winfried G. Hallerbach 【文题(必填)】Volatility Weighting Applied to Momentum Strategies 【年份(必填)】Vol. 19, No. 3, Winter 2017 【全文链接或数据库名称(选 ...2016-12-22 17:58 - lopemann - 求助成功区
1 个回复 - 750 次查看 【作者(必填)】Johan du Plessis and Winfried G. Hallerbach 【文题(必填)】Volatility Weighting Applied to Momentum Strategies 【年份(必填)】Vol. 19, No. 3, Winter 2017 【全文链接或数据库名称(选 ...2016-12-22 17:58 - lopemann - 求助成功区
Time-series and cross-sectional momentum, volatility and dispersion
2 个回复 - 2330 次查看 Variations of several momentum strategies are examined in an asset-allocation setting as well as for a set of industry portfolios. Simple models of momentum returns are considered. The difference betw ...2016-11-11 05:35 - ytw1018 - 量化投资
2 个回复 - 2330 次查看 Variations of several momentum strategies are examined in an asset-allocation setting as well as for a set of industry portfolios. Simple models of momentum returns are considered. The difference betw ...2016-11-11 05:35 - ytw1018 - 量化投资
Low-Volatility Cycles: The Influence of Valuation and Momentum on Low-Vol
0 个回复 - 1562 次查看 Low-Volatility Cycles: The Influence of Valuation and Momentum on Low-Volatility PortfoliosFinancial Analysts Journal May/June 2015 | Vol. 71 | No. 3 | 14 pages Source: CFA Institute Luis Garcia- ...2015-9-29 21:58 - nelsoncwlee - 金融学（理论版）
0 个回复 - 1562 次查看 Low-Volatility Cycles: The Influence of Valuation and Momentum on Low-Volatility PortfoliosFinancial Analysts Journal May/June 2015 | Vol. 71 | No. 3 | 14 pages Source: CFA Institute Luis Garcia- ...2015-9-29 21:58 - nelsoncwlee - 金融学（理论版）
