Keywords: Risk-managed time-series momentum
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Journal Articles
Journal of Economics, Finance and Administrative Science (2022) 27 (54): 328–343.
Published: 14 November 2022
...Simarjeet Singh; Nidhi Walia; Stelios Bekiros; Arushi Gupta; Jigyasu Kumar; Amar Kumar Mishra Purpose This research study aims to design a novel risk-managed time-series momentum approach. The present study also examines the time-series momentum effect in the Indian equity market. Apart from...

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