Benjamin Moritz

Ludwig Maximilian University of Munich

Akademiestr. 1/I

Munich, Bavaria 80799

Germany

http://www.benjaminmoritz.de

  • Ludwig Maximilian University of Munich

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 28,216

SSRN RANKINGS

Top 28,216

in Total Papers Downloads

1,583

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 QuantCo, Inc.
Downloads 1,583 (10,309)

Abstract:

Loading...

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