Hedging the time-varying risk exposures of momentum returns

MPE Martens, A Van Oord

Research output: Contribution to journal › Article › Academic › peer-review

3 Citations (Scopus)

Original language	English
Pages (from-to)	78-89
Number of pages	12
Journal	Journal of Empirical Finance
Volume	28
Issue number	september
DOIs	https://doi.org/10.1016/j.jempfin.2014.05.006
Publication status	Published - 2014

Research programs

@article{f6a59d9e91244e1fa41f8fdbef937d4a,

title = "Hedging the time-varying risk exposures of momentum returns",

author = "MPE Martens and {Van Oord}, A",

year = "2014",

doi = "10.1016/j.jempfin.2014.05.006",

language = "English",

volume = "28",

pages = "78--89",

journal = "Journal of Empirical Finance",

issn = "0927-5398",

publisher = "Elsevier",

number = "september",

}