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A Century of Evidence on Trend-Following Investing
Brian Hurst, Yao Hua Ooi, Lasse Heje Pedersen
Greenwich Hospital Capital University Copenhagen Business School Centre for Economic Policy Research
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逐年被引趋势
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1016
17
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20
21
22
23
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26
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49
被引次数 · OpenAlex
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领域内被引倍数
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同类平均 = 1
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同领域 · 同年份 · 同类型
同领域 · 同年份 · 同类型
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学术脉络
学科主题
经济 / 管理Financial Markets and Investment Strategies
Market Dynamics and Volatility · Complex Systems and Time Series Analysis
参考文献 26
Demystifying Managed Futures
被引 51Brian Hurst, Yao Hua Ooi, Lasse Heje Pedersen · 2013
Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets
被引 36Benjamin Chabot, Éric Ghysels, Ravi Jagannathan · National Bureau of Economic Research · 2009
The Trend Is Your Friend: Time-Series Momentum Strategies Across Equity and Commodity Markets
被引 23Athina Athina Georgopoulou, George Jiaguo Wang · SSRN Electronic Journal · 2015
此处列出前 3 条
引用本文 49
Risk Premia Harvesting Through Dual Momentum
被引 29Gary Antonacci · SSRN Electronic Journal · 2012
Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection
被引 26Kieran Wood, Stephen Roberts, Stefan Zohren · The Journal of Financial Data Science · 2021
按被引量排序，此处列出前 3 条