Browsing by Author "Walia, Nidhi"
Now showing items 1-1 of 1
-
Risk-managed time-series momentum: an emerging economy experience
Singh, Simarjeet; Walia, Nidhi; Bekiros, Stelios; Gupta, Arushi; Kumar, Jigyasu; Mishra, Amar Kumar (Universidad ESAN. ESAN Ediciones , 2022-12-28 )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 ...acceso abierto