Size Matters: Tail Risk, Momentum, and Trend Following in International Equity Portfolios
Author:
Publisher
Pageant Media US
Subject
Management of Technology and Innovation,Strategy and Management,Finance
Cited by 5 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. Optimal Trend Following Portfolios;SSRN Electronic Journal;2024
2. Post-Earnings Announcement Drift, Momentum, and Contrarian Strategies in the Saudi Stock Market: Risk Explanation vs. Behavioral Explanation;Journal of the Knowledge Economy;2023-12-02
3. Optimal trend-following portfolios;Journal of Investment Strategies;2023
4. Predicting Country Equity Returns: Data, Methods, and Empirical Evidence;International Equity Exchange-Traded Funds;2020
5. The Cross Section of Country Equity Returns: A Review of Empirical Literature;Journal of Risk and Financial Management;2019-10-28
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