Trend following with momentum versus moving averages: a tale of differences.

Autor: Zakamulin, Valeriy1 (AUTHOR) valeri.zakamouline@uia.no, Giner, Javier2 (AUTHOR)
Zdroj: Quantitative Finance. Jun2020, Vol. 20 Issue 6, p985-1007. 23p. 5 Charts, 10 Graphs.
Databáze: Business Source Ultimate