Open AccessDoes volatility scaling improve the performance of momentum strategies in the Pakistan Stock Exchange?
Author(s) -
Mohsin Sadaqat,
Hilal Anwar Butt
Publication year - 2017
Publication title -
business review
Language(s) - English
Resource type - Journals
eISSN - 2788-9599
pISSN - 1990-6587
DOI - 10.54784/1990-6587.1046
Subject(s) - sharpe ratio , volatility (finance) , momentum (technical analysis) , econometrics , economics , stock (firearms) , financial economics , portfolio , geography , archaeology