Department of Applied Mathematics and Statistics
Quantitative Finance Program
Stony Brook, NY 11794
SUNY at Stony Brook
in Total Papers Downloads
price momentum, momentum/contrarian strategies, alternative stock selection rule
momentum, mean-reversion, maximum drawdown, recovery, alternative stock selection rules
momentum strategy, reward-risk measure, classical tempered stable distribution
momentum strategy, ranking criterion, momentum universe shrinkage
spontaneous symmetry breaking, arbitrage modeling, momentum strategy
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