Quant Buffet放轻松，别过度思虑

股票 · 全球 · 差价合约、ETF、期货 · 每月 Paid

股票指数中的广义风险调整动量策略

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学术论文

Momentum and the Cross-Section of Stock Volatility

作者Momentum and the Cross-Section of Stock Volatility [点击查看论文]

机构

Queen's University Belfast
Queen's University Belfast, Queen's Management School
Queen's University Belfast - Queen's Management School
University of Hull
Hull University Business School

论文链接https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3541766

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