Dmitry Borisenko

Independent

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Dissecting Momentum: We Need to Go Deeper

Number of pages: 72 Posted: 29 Jul 2019 Last Revised: 08 Aug 2019
Dmitry Borisenko
Independent
Downloads 1,073 (26,665)

Abstract:

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Momentum, Return Predictability, Time-Varying Risk, Machine Learning, Deep Learning, Neural Networks, Bayesian Optimization

2.

Monetary Policy and Currency Returns: The Foresight Saga

University of St. Gallen, School of Finance Research Paper No. 2017/08
Number of pages: 47 Posted: 09 Jun 2017 Last Revised: 27 Oct 2017
Dmitry Borisenko and Igor Pozdeev
Independent and affiliation not provided to SSRN
Downloads 432 (88,126)
Citation 1

Abstract:

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Monetary Policy, Policy Expectations, Predictability, Overnight Index Swap, Foreign Exchange