Enhancing momentum investment strategy using leverage

  1. Forner, C.
  2. Muradoglu, Y.G.
  3. Sivaprasad, S.
Journal:
Journal of Forecasting

ISSN: 1099-131X 0277-6693

Year of publication: 2018

Volume: 37

Issue: 5

Pages: 573-588

Type: Article

DOI: 10.1002/FOR.2522 GOOGLE SCHOLAR