Balaji Thiruvengadasamy

EDHEC

393, Promenade des Anglais

Nice, Nice 06202

France

Nomura Singapore Limited

10 Marina Boulevard

Marina Bay Financial Tower 2

Singapore, 018983

Singapore

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SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

To Trend or to Revert - A Portfolio Perspective on Time Series Momentum

Number of pages: 13 Posted: 19 Jun 2020 Last Revised: 24 Jun 2020

Balaji Thiruvengadasamy

EDHEC

Downloads 1,095 (41,477)

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2.

Portfolio Construction with LASSO

Number of pages: 18 Posted: 16 Jul 2020

Balaji Thiruvengadasamy

EDHEC

Downloads 447 (133,065)

Abstract:

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