Optimal Allocation to Time-Series and Cross-Sectional Momentum

Olivier Schmid and Patrick Wirth
The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 160-179; DOI: https://doi.org/10.3905/jpm.2021.1.213

Article Information

vol. 47 no. 4 160-179
DOI 
https://doi.org/10.3905/jpm.2021.1.213
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online March 1, 2021.

Article Versions

Copyright & Usage 
© 2021 Pageant Media Ltd

Author Information

  1. Olivier Schmid
    1. is a senior portfolio manager and researcher at Fisch Asset Management in Zurich, Switzerland. (olivier.schmid{at}fam.ch)
  2. Patrick Wirth
    1. is a senior portfolio manager and researcher at Fisch Asset Management in Zurich, Switzerland. (patrick.wirth{at}fam.ch)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
View Full Text
Back to top

Explore our content to discover more relevant research

In this issue

Print
Download PDF
Article Alerts
Email Article
Citation Tools
Save To My Folders
Optimal Allocation to Time-Series and Cross-Sectional Momentum
Olivier Schmid, Patrick Wirth
The Journal of Portfolio Management Feb 2021, 47 (4) 160-179; DOI: 10.3905/jpm.2021.1.213
del.icio.us logo Digg logo Reddit logo Twitter logo Facebook logo Google logo LinkedIn logo Mendeley logo
Facebook Like LinkedIn logo

Jump to section

Similar Articles

Cited By...

  • No citing articles found.