Ilya Kipnis

QuantStrat TradeR

Quantitative Researcher

No Address Available

United States

http://www.quantStratTrader.wordpress.com

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Scholarly Papers (1)

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Momentum and Markowitz: A Golden Combination

Number of pages: 34 Posted: 16 May 2015 Last Revised: 05 Jun 2015
Wouter J. Keller, Adam Butler and Ilya Kipnis
VU University Amsterdam, ReSolve Asset Management and QuantStrat TradeR
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Abstract:

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Markowitz, MPT, MVO, Mean Variance, Momentum, Tactical Asset Allocation, CLA, CAA, EW, 1/N, Smart Beta