Author:
Arnott Robert D.,Pham Tan K.
Subject
Economics and Econometrics,Finance,Accounting
Cited by
13 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. Can Momentum Investing Be Saved?;SSRN Electronic Journal;2017
2. References;Alternative Beta Strategies and Hedge Fund Replication;2015-09-19
3. Cointegration-based optimisation of currency portfolios;Journal of Derivatives & Hedge Funds;2011-07-29
4. The Worldwide Equity Premium: A Smaller Puzzle;Handbook of the Equity Risk Premium;2008
5. Real trading volume and price action in the foreign exchange markets;Forecasting Volatility in the Financial Markets;2007