Risk reduction in a time series momentum trading strategy
-
Published:2016-12
Issue:4
Volume:10
Page:55-70
-
ISSN:1753-9579
-
Container-title:The Journal of Risk Model Validation
-
language:
-
Short-container-title:JRMV
Author:
Hong KiHoon,Park KiBong,Lee Yong Woong
Publisher
Infopro Digital Services Limited
Subject
Applied Mathematics,Economics and Econometrics,Finance,Modeling and Simulation