1. IR @ Alliance University
  2. Journal Articles Archive
  3. Articles to be qced
Please use this identifier to cite or link to this item: https://gnanaganga.inflibnet.ac.in:8443/jspui/handle/123456789/14295
Title: Risk Premia Harvesting Through Dual Momentum
Authors: Gary Antonacci
Keywords: Dual momentum
Risk premium
Investment
Market alter.
Issue Date: 2017
Publisher: Journal of Management Entrepreneurship (JME)
Abstract: Momentum is the premier market anomaly which is nearly universal in its applicability. This article examines multi-asset momentum and its impact on the investors by considering price volatility as a value-adding factor.
URI: http://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/14295
Appears in Collections:Articles to be qced

Files in This Item:
File SizeFormat 
Risk Premia Harvesting through Dual Momentum.pdf3.49 MBAdobe PDFView/Open
Show full item record


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.