"Optimal Dynamic Momentum Strategies."

Kai Li, Jun Liu (2022)

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DOI: 10.1287/OPRE.2021.2254

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type: Journal Article

metadata version: 2022-09-10

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Kai Li, Jun Liu:
Optimal Dynamic Momentum Strategies. Oper. Res. 70(4): 2054-2068 (2022)

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