Yulia Malitskaia

VKY Analytics, LLC

P.O. Box 5482

New York, NY 10185

United States

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Momentum with Volatility Timing

Number of pages: 18 Posted: 10 Jul 2019
Yulia Malitskaia
VKY Analytics, LLC
Downloads 2,341 (7,364)
Citation 1

Abstract:

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Factor timing, factor investing, risk-based asset allocation, momentum

2.

Uncovering Momentum

Number of pages: 19 Posted: 18 Dec 2019
Yulia Malitskaia
VKY Analytics, LLC
Downloads 712 (44,290)

Abstract:

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momentum, top-bottom analysis, time series clustering