Profitability of risk-managed momentum strategy applied to portfolio of country equity indices: The comparison between emerging and developed countries.

Additional Metadata
Keywords	momentum, risk-managed momentum, volatility targeting, equity index, global portfolio, investment strategy
Thesis Advisor	Verdickt, Gertjan, Schoenmaker, Dirk
Persistent URL	hdl.handle.net/2105/57543
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Dwurzynski, Maciej. (2021). Profitability of risk-managed momentum strategy applied to portfolio of country equity indices: The comparison between emerging and developed countries. In Finance & Investments.http://hdl.handle.net/2105/57543

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