Dominik Cisár

Quantpedia.com

Research Analyst

Dulovo námestie 14

Bratislava, 85 110

Slovakia

http://https://quantpedia.com/

SCHOLARLY PAPERS

5

DOWNLOADS

866

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

How to Use Exotic Assets for Trading Strategy Improvement

Number of pages: 9 Posted: 07 Sep 2021 Last Revised: 21 Sep 2021
Dominik Cisár and Radovan Vojtko
Quantpedia.com and Quantpedia.com
Downloads 264 (179,648)

Abstract:

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commodities, factor allocation, factor investing, liquidity effect, trend-following

2.

The Effectivity of Selected Systematic Crisis Hedge Strategies and Factor Strategies

Number of pages: 19 Posted: 30 Dec 2020
Radovan Vojtko and Dominik Cisár
Quantpedia.com and Quantpedia.com
Downloads 184 (252,034)

Abstract:

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crisis hedge, safe haven, factor strategy, systematic strategies, portfolio allocation

3.

Pre-Election Drift in the Stock Market

Number of pages: 6 Posted: 15 Apr 2020
Radovan Vojtko and Dominik Cisár
Quantpedia.com and Quantpedia.com
Downloads 166 (276,918)

Abstract:

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Calendar Anomaly, Seasonal Anomaly, Elections, Trading Strategy, Positive Drift

4.

Bitcoin in a Time of Financial Crisis

Number of pages: 5 Posted: 20 Mar 2020
Radovan Vojtko and Dominik Cisár
Quantpedia.com and Quantpedia.com
Downloads 158 (287,053)
Citation 1

Abstract:

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bitcoin, crisis, cryptocurrencies

5.

An Analysis of Volatility Clustering of Equity Factor Strategies

Number of pages: 9 Posted: 09 Apr 2021
Radovan Vojtko and Dominik Cisár
Quantpedia.com and Quantpedia.com
Downloads 94 (420,655)

Abstract:

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factor investing, factor allocation, volatility clustering, volatility effect, equity long-short