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Active momentum trading versus passive ' naive diversification'

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  • ANURAG N. BANERJEE
  • CHI-HSIOU D. HUNG

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  • Anurag N. Banerjee & Chi-Hsiou D. Hung, 2013. "Active momentum trading versus passive ' naive diversification'," Quantitative Finance, Taylor & Francis Journals, vol. 13(5), pages 655-663, January.
    • Handle: RePEc:taf:quantf:v:13:y:2013:i:5:p:655-663
    DOI: 10.1080/14697688.2013.766760
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    Cited by:

    1. Fabio S. Dias & Gareth W. Peters, 2020. "A Non-parametric Test and Predictive Model for Signed Path Dependence," Computational Economics, Springer;Society for Computational Economics, vol. 56(2), pages 461-498, August.
    2. Prince C Nwakanma & Monday Aberiate Gbanador, 2014. "Talmud and Markowitz Diversification Strategies: Evidence from the Nigerian Stock Market," Accounting and Finance Research, Sciedu Press, vol. 3(2), pages 145-145, May.

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