Robust Optimization of the Equity Momentum Strategy

Arco Oord, MPE Martens, Herman van Dijk

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original language	Undefined/Unknown
Place of Publication	3000 DR Rotterdam
Edition	Tinbergen Institute Discussion Paper 2009-011/4
Publication status	Published - 2009

Series	Tinbergen Institute Discussion Paper
Volume	2009-011/4

Cite this

@book{42434afcebfb4c5db13a8cebe3b738ae,

title = "Robust Optimization of the Equity Momentum Strategy",

author = "Arco Oord and MPE Martens and {van Dijk}, Herman",

year = "2009",

language = "Undefined/Unknown",

series = "Tinbergen Institute Discussion Paper",

publisher = "Tinbergen Institute",

edition = "Tinbergen Institute Discussion Paper 2009-011/4",

}