Active momentum trading versus passive ‘1/N naive diversification’

Banerjee, A.N. and Hung, C.-H.D. (2013) Active momentum trading versus passive ‘1/N naive diversification’. Quantitative Finance, 13(5), pp. 655-663. (doi:10.1080/14697688.2013.766760)

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Item Type:Articles
Status:Published
Refereed:Yes
Glasgow Author(s) Enlighten ID:Hung, Dr Daniel
Authors: Banerjee, A.N., and Hung, C.-H.D.
College/School:College of Social Sciences > Adam Smith Business School > Accounting and Finance
Journal Name:Quantitative Finance
ISSN:1469-7688
ISSN (Online):1469-7696

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