Martin T. Schulz

University of Applied Sciences Aschaffenburg

United States

SCHOLARLY PAPERS

2

DOWNLOADS

417

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Trend Momentum II: Driving Forces of Low Volatility and Momentum

Number of pages: 46 Posted: 13 Feb 2018
Wilhelm Berghorn, Markus Vogl, Martin T. Schulz and Sascha Otto
Mandelbrot Asset Management GmbH, Markus Vogl {Business & Data Science}, University of Applied Sciences Aschaffenburg and Die Sparkasse Bremen AG
Downloads 310 (123,487)
Citation 2

Abstract:

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Momentum Effect, Low Volatility Effect, Efficient Market Theory, Mandelbrot, Fractional Brownian Motion

2.

Fractal Markets, Frontiers, and Factors

Number of pages: 66 Posted: 10 Oct 2019
Wilhelm Berghorn, Martin T. Schulz and Sascha Otto
Mandelbrot Asset Management GmbH, University of Applied Sciences Aschaffenburg and Die Sparkasse Bremen AG
Downloads 107 (314,125)

Abstract:

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Momentum Effect, Low Volatility Effect, Value Effect, Size Effect, Efficient Market Theory, Mandelbrot, Fractional Brownian Motion, Fractal Markets