C.D. Hung
Active Momentum Trading versus Passive "1/N Naive Diversification
Hung, C.D.; Banerjee, A.
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 |
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