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
Olivier Schmid
is a senior portfolio manager and researcher at Fisch Asset Management in Zurich, Switzerland
Patrick Wirth
is a senior portfolio manager and researcher at Fisch Asset Management in Zurich, Switzerland
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In this issue
The Journal of Portfolio Management
Vol. 47, Issue 4
Multi-Asset Special Issue 2021
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