Can Momentum Investing Be Saved?-Reference-Cited by-同舟云学术

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Can Momentum Investing Be Saved?

Published:2017 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Arnott Robert D. mname,Kalesnik Vitali mname,Kose Engin mname,Wu Lillian J. mname

Publisher

Elsevier BV

Reference49 articles.

1. The Market Impact of Passive Trading;Michael Aked;Journal of Trading,2015

2. Implementation Shortfall;Robert D Arnott;Financial Analysts Journal,2006

3. To Win with 'Smart Beta' Ask If the Price Is Right;Robert D Arnott;Research Affiliates,2016

4. Timing 'Smart Beta' Strategies? Of Course! Buy Low, Sell High!;Research Affiliates,2016

5. How Can 'Smart Beta' Go Horribly Wrong;Robert D Arnott;Research Affiliates,2016

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Smart Rebalancing;Financial Analysts Journal;2024-03-14

2. Earning Alpha by Avoiding the Index Rebalancing Crowd;Financial Analysts Journal;2023-04-03

3. What’s so special about time series momentum?;The Journal of Investment Strategies;2020-06

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