SSRN logo
Public User
Advanced Search

Benjamin Moritz

Ludwig Maximilian University of Munich

Akademiestr. 1/I

Munich, Bavaria 80799

Germany

http://www.benjaminmoritz.de

Sal. Oppenheim

Quantitative Researcher

Unter Sachsenhausen 2

Cologne

Germany

http://www.oppenheim.de/deen/index.htm

  • Ludwig Maximilian University of Munich

View CV
SCHOLARLY PAPERS

1

DOWNLOADS
Rank 42,123

SSRN RANKINGS

Top 42,123

in Total Papers Downloads

807

CITATIONS

0

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

Tree-Based Conditional Portfolio Sorts: The Relation between Past and Future Stock Returns

Number of pages: 81 Posted: 05 Mar 2016
Benjamin Moritz and Tom Zimmermann
Ludwig Maximilian University of Munich and Federal Reserve Board
Downloads 0 (24,243)

Abstract:

Cross-sectional asset pricing, Stock market anomalies, Momentum, Machine Learning

Submit a Paper Section 508 Text Only Pages

Quick Links

Research Paper Series Conference Papers Partners in Publishing Organization Homepages Newsletter Sign Up

Rankings

Top Papers Top Authors Top Organizations

About

SSRN Objectives Network Directors Presidential Letter Announcements Contact us FAQs
Elsevier logo
Copyright Terms and Conditions Privacy Policy

Cookies are used by this site. To decline or learn more, visit our Cookies page. This page was processed by apollobot1 in 0.343 seconds

Relx Group logo