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Active Momentum Trading versus Passive "1/N Naive Diversification

Hung, C.D.; Banerjee, A.

Authors

C.D. Hung



Citation

Hung, C., & Banerjee, A. (2013). Active Momentum Trading versus Passive "1/N Naive Diversification. Quantitative Finance, 13(5), 655-663. https://doi.org/10.1080/14697688.2013.766760

Journal Article Type Article
Acceptance Date Jan 11, 2013
Online Publication Date Apr 29, 2013
Publication Date 2013
Deposit Date Feb 12, 2013
Journal Quantitative Finance
Print ISSN 1469-7688
Electronic ISSN 1469-7696
Publisher Taylor and Francis Group
Peer Reviewed Peer Reviewed
Volume 13
Issue 5
Pages 655-663
DOI https://doi.org/10.1080/14697688.2013.766760
Public URL https://durham-repository.worktribe.com/output/1497441