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An analysis of momentum and contrarian strategies using an optimal orthogonal portfolio approach

Hansson, Björn LU (2008) Financial Management Association's Annual Conference , 2008
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author
organization
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type
Contribution to conference
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submitted
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conference name
Financial Management Association's Annual Conference , 2008
language
English
LU publication?
yes
id
9ca0fe63-ca8b-4591-b86e-f77dbc59fade (old id 1387330)
date added to LUP
2009-04-20 12:27:25
date last changed
2016-07-08 15:36:45
@misc{9ca0fe63-ca8b-4591-b86e-f77dbc59fade,
  author       = {Hansson, Björn},
  language     = {eng},
  title        = {An analysis of momentum and contrarian strategies using an optimal orthogonal portfolio approach},
  year         = {2008},
}