Open AccessRisk Switch and Momentum Strategy: How Do Optimized Portfolios Perform?
Author(s) -
Ulrich R Deinwallner
Publication year - 2020
Publication title -
saudi journal of economics and finance
Language(s) - English
Resource type - Journals
eISSN - 2523-9414
pISSN - 2523-6563
DOI - 10.36348/sjef.2020.v04i03.005
Subject(s) - momentum (technical analysis) , computer science , business , economics , financial economics