Asset allocation with time series momentum and reversal

He, X

Li, K Li, Y

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Field	Value	Language
dc.contributor.author	He, X https://orcid.org/0000-0003-1446-9996	en_US
dc.contributor.author	Li, K	en_US
dc.contributor.author	Li, Y	en_US
dc.date	2016-07-07	en_US
dc.date.issued	2016-07-07	en_US
dc.identifier.citation	Proceeding of China International Conference in Finance, 2016	en_US
dc.identifier.uri	http://hdl.handle.net/10453/85523
dc.publisher	CICF	en_US
dc.relation	http://purl.org/au-research/grants/arc/DP130103210
dc.relation	http://purl.org/au-research/grants/arc/DE180100649
dc.relation.ispartof	Proceeding of China International Conference in Finance	en_US
dc.relation.ispartof	China International Conference in Finance	en_US
dc.title	Asset allocation with time series momentum and reversal	en_US
dc.type	Conference Proceeding
utslib.location.activity	Xiamen, China	en_US
utslib.for	1502 Banking, Finance and Investment	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
pubs.organisational-group	/University of Technology Sydney/Faculty of Business/Finance Discipline
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	open_access
pubs.consider-herdc	true	en_US
pubs.finish-date	2016-07-10	en_US
pubs.publication-status	Accepted	en_US
pubs.start-date	2016-07-07	en_US

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