Market Momentum
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Published By Wiley

9781119599364
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Where Goes Momentum?

2020 ◽  
pp. 243-272
Author(s):  
Ron Bird ◽  
Xiaojun (Kevin) Geo ◽  
Danny Yeung

Momentum as a Fundamental Risk Factor

2020 ◽  
pp. 314-358
Author(s):  
Christopher Tinker
Keyword(s):  
Risk Factor

Time‐Series Momentum in Credit: Machine Learning Approach

2020 ◽  
pp. 273-296
Author(s):  
Shivam Ghosh, ◽  
Steve Satchell ◽  
Nandini Srivastava
Keyword(s):  
Machine Learning ◽  
Time Series ◽  
Learning Approach ◽  
Machine Learning Approach

Momentum, Value and Carry Commodity Factors for Multi‐Asset Portfolios

2020 ◽  
pp. 359-385
Author(s):  
Stefano Cavaglia, ◽  
Louis Scott, ◽  
Kenneth Blay ◽  
Vincent Martel

Momentum in Momentum ETFs

2020 ◽  
pp. 103-118
Author(s):  
Katharina Schwaiger ◽  
Muhammad Masood
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