Option Factor Momentum
Log in to collectAcademic paper
Option Factor Momentum
Niclas Käfer; Mathis Moerke; Tobias Wiest
University of St.Gallen- University of St. Gallen - School of Finance
ESCP Business School- Swiss Finance Institute
- ESCP Business School,
- University of St. Gallen - Swiss Institute of Banking and Finance
This strategy is gated
A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.