ISBN 13 : 978-1119599326

Contents : Contributors: Nick Baltas, Ron Bird, Kenneth Blay, Stefano Cavaglia, Alessio di Longis, Vincent de Martel, Dan DiBartolomeo, Kevin Gao, Yang Gao, Shivam Ghosh, Mo Haghbin, Lei Ji, Robert Kosowski, Oh Kang Kwon, Muhammad Masood, Jose Menchero, Byoung-Kyu Min, Vadim Moroz, Anders Petterson, Christopher Polk, Katharina Schwaiger, Louis Scott, Nandini Srivastava, Christopher Tinker, Danny Yeung, Oliver J. Williams, William E. Zieff.

Introduction
Chapter 1 Behavioural Finance and Momentum
Chapter 2 A Taxonomy of Momentum Strategies
Chapter 3 Demystifying Time-Series Momentum Strategies: Volatility Estimators, Trading Rules and Pairwise Correlations
Chapter 4 Risk and Return of Momentum in Developed Equity Markets
Chapter 5 Momentum Across Asset Classes
Chapter 6 Momentum in Momentum ETFs
Chapter 7 CTA Momentum
Chapter 8 Overreaction and Faint Praise – Short-Term Momentum in Contemporary Art
Chapter 9 Volatility-Managed Momentum
Chapter 10 Theoretical Analysis of the Fama-French Portfolios
Chapter 11 Exploiting the Countercyclical Properties of Momentum and other Factor Premia – A Cross-Country Perspective
Chapter 12 Time-Series Variation in Factor Premia: The Influence of the Business Cycle
Chapter 13 Where Goes Momentum?
Chapter 14 Time-Series Momentum in Credit: Machine Learning Approach
Chapter 15 Momentum and Business Cycles
Chapter 16 Momentum as a Fundamental Risk Factor
Chapter 17 Momentum, Value and Carry Commodity Factors for Multi-Asset Portfolios
Index
SERIES

Language : English

Series : THE WILEY FINANCE SERIES

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque