Risk-managed time-series momentum: an emerging economy experience
Purpose – This research study aims to design a novel risk-managed time-series momentum approach. The present study also examines the time-series momentum effect in the Indian equity market. Apart from this, the study also proposes a novel risk-managed time-series momentum approach. Design/methodolog...
| Main Authors: | , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Emerald Publishing
2022-12-01
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| Series: | Journal of Economics Finance and Administrative Science |
| Subjects: | |
| Online Access: | https://www.emerald.com/insight/content/doi/10.1108/JEFAS-08-2021-0159/full/pdf |