Quotation Altay, Sühan, Colaneri, Katia, Eksi-Altay, Zehra. 2020. Optimal Portfolio Allocation with Momentum and Mean Reversion under Partial Information.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Working/discussion paper, preprint
Language English
Title Optimal Portfolio Allocation with Momentum and Mean Reversion under Partial Information
Year 2020
URL https://ssrn.com/abstract=3286757
JEL C02, C61, G10, G11

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People
Altay, Sühan (Details)
Colaneri, Katia (Former researcher)
Eksi-Altay, Zehra (Details)
Organization
Institute for Statistics and Mathematics IN (Details)
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