Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Cheung, Wing
and
Mittal, Nikhil
2009.
Efficient Bayesian Factor Mimicking: Methodology, Tests and Comparison.
SSRN Electronic Journal,
Steiner, Michael
2009.
Predicting premiums for the market, size, value, and momentum factors.
Financial Markets and Portfolio Management,
Vol. 23,
Issue. 2,
p.
137.
Peltomäki, Jarkko
and
Peni, Emilia
2009.
Is There Momentum in Cross-Sectional Anomalies?.
The Journal of Wealth Management,
Vol. 12,
Issue. 3,
p.
78.
Jacobsen, Brian
2010.
Expecting and Evaluating the Importance of Asset Allocation.
SSRN Electronic Journal,
Schizas, Panagiotis
and
Thomakos, Dimitrios D.
2010.
Market Timing & Trading Strategies Using Asset Rotation.
SSRN Electronic Journal,
Cheung, Wing
2010.
From Factor Ranking to the ABL Framework.
SSRN Electronic Journal,
Chung, San-Lin
Hung, Chi-Hsiou
and
Yeh, Chung-Ying
2010.
When Does Investor Sentiment Predict Stock Returns?.
SSRN Electronic Journal,
Clare, Andrew
Sapuric, Svetlana
and
Todorovic, Natasa
2010.
Quantitative or momentum-based multi-style rotation? UK experience.
Journal of Asset Management,
Vol. 10,
Issue. 6,
p.
370.
Peltomäki, Jarkko
and
Peni, Emilia
2010.
Style rotation and the performance of Equity Long/Short hedge funds.
Journal of Derivatives & Hedge Funds,
Vol. 16,
Issue. 3,
p.
162.
Schizas, Panagiotis
and
Thomakos, Dimitrios D.
2015.
Market timing and trading strategies using asset rotation: non-neutral market positioning for exploiting arbitrage opportunities.
Quantitative Finance,
Vol. 15,
Issue. 2,
p.
285.
Chen, Chia-Pin
Liu, Ying-Sing
and
Hsu, Chih-Wen
2016.
The Effect of the Alternation in the Ruling Party on Three-Factor Risks and Returns in ETF: The Case of Presidential Elections in Taiwan.
Emerging Markets Finance and Trade,
Vol. 52,
Issue. 4,
p.
797.
Kakushadze, Zura
and
Serur, Juan Andrés
2018.
151 Trading Strategies.
p.
41.
Naqvi, Bushra
Rizvi, S.K.A.
Mirza, Nawazish
and
Reddy, Krishna
2018.
Religion based investing and illusion of Islamic Alpha and Beta.
Pacific-Basin Finance Journal,
Vol. 52,
Issue. ,
p.
82.
Rickenberg, Lars
2019.
Risk-Managed Momentum Strategies.
SSRN Electronic Journal ,
Su, Chen
2021.
A comprehensive investigation into style momentum strategies in China.
Financial Markets and Portfolio Management,
Vol. 35,
Issue. 1,
p.
101.
Page, Daniel
McClelland, David
and
Auret, Christo
2022.
Style rotation on the JSE.
Finance Research Letters,
Vol. 46,
Issue. ,
p.
102504.
Yeh, I-Cheng
2023.
Synergy frontier of multi-factor stock selection model.
OPSEARCH,
Vol. 60,
Issue. 1,
p.
445.