Additional Metadata
Keywords Volatility, Momentum, Portfolio, Risk, risk-managed, egarch, garch
Thesis Advisor Tims, Ben, Fu, Gelly
Persistent URL hdl.handle.net/2105/44529
Series Finance & Investments
Citation
Tam Suárez, Sergio. (2018, July 13). EGARCH modelling for risk-managed momentum strategies. Finance & Investments. Retrieved from http://hdl.handle.net/2105/44529