Gotowe bibliografie tematyczne / Momentum portfolios

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Gotowa bibliografia na temat „Momentum portfolios”

Autor: Grafiati

Data publikacji: 3 czerwca 2025

Data aktualizacji: 31 lipca 2025

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Artykuły w czasopismach na temat "Momentum portfolios"

Hsieh, Heng-Hsing, Kathleen Hodnett, and Paul Van Rensburg. "Application Of Tactical Style Allocation For Global Equity Portfolios." International Business & Economics Research Journal (IBER) 11, no. 7 (2012): 745. http://dx.doi.org/10.19030/iber.v11i7.7061.

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Our earlier study suggests that there exists specific timing for the two prominent investment styles, value and momentum. We extend our prior research to test and evaluate a tactical style allocation (TSA) model based on the weighted least squares (WLS) technique for global equities over the out-of-sample period from 1994 through 2008. Two TSA style-based portfolios are constructed in this research, namely, a portfolio with the risk-free proxy (cash component), the global momentum index and the global value index as its constituents, and a portfolio that is comprised of only the global momentu

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Tanzil, Ivan Chandra, Liliana Inggrit Wijaya, and Deddy Marciano. "The testing of common risk factors toward portfolio’s excess return." Jurnal Manajemen Maranatha 21, no. 2 (2022): 121–34. http://dx.doi.org/10.28932/jmm.v21i2.4676.

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This study aims to examine common risk factors' effects in the Fama and French Five-Factor Model plus Momentum Factor on The Bisnis-27 Index Stocks component during the 2016-2020 period. This research's common risk factors include market risk premium, firm size, book-to-market equity ratio, profitability, investment, and momentum. A quantitative approach will be used in this study by using multiple linear regression. The regression in this study was generated by the common effects model method. This study reveals that a portfolio's excess return is simultaneously affected by common risk factor

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Hossan, Mohammad Akter, and Mohammad Joynal Abedin. "Factors of Stock Return and Carhart Model: The Case of Dhaka Stock Exchange (DSE) of Bangladesh." International Journal of Economics and Finance 11, no. 6 (2019): 14. http://dx.doi.org/10.5539/ijef.v11n6p14.

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The objective of this study is to find factors of stock return by testing validity of Carhart model in Dhaka Stock Exchange (DSE) of Bangladesh. For this purpose, this study uses monthly excess return of portfolios, size, book-to-market value, market return, and price momentum data of 109 sample firms to calculate return factors such as market risk premium, size premium (SMB), value premium (HML), and momentum effect (UMD) for the sample period of 2005 to 2014. Then a total of ten portfolios, six based on size and book-to-market value and four based on size and price momentum, are constructed

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Li, Yuming, and Jing Yang. "International Real Estate Review." International Real Estate Review 23, no. 2 (2020): 235–66. http://dx.doi.org/10.53383/100301.

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We investigate the profitability of momentum strategies in the market for single-family homes by using 10 city-level Case-Shiller home price indices (HPIs). Compared with the momentum strategies based on the Fama-French 10-industry portfolios of stocks, the profits from the single-family HPIs are more statistically significant, less sensitive to the construction methods of the momentum strategies and more correlated across different strategies. The momentum profits from the HPIs tend to be counter-cyclical, unlike the pro-cyclical behaviors of the momentum profits from stock portfolios. The di

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Guobužaitė, Renata, and Deimantė Teresienė. "Can Economic Factors Improve Momentum Trading Strategies? The Case of Managed Futures during the COVID-19 Pandemic." Economies 9, no. 2 (2021): 86. http://dx.doi.org/10.3390/economies9020086.

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Systematic momentum trading is a prevalent risk premium strategy in different portfolios. This paper focuses on the performance of the managed futures strategy based on the momentum signal across different economic regimes, focusing on the COVID-19 pandemic period. COVID-19 had a solid but short-lived impact on financial markets, and therefore gives a unique insight into momentum strategies’ performance during such critical moments of market stress. We offer a new approach to implementing momentum strategies by adding macroeconomic variables to the model. We test a managed futures strategy’s p

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Assogbavi, Tov, Martin Giguere, and Komlan Sedzro. "The Impact Of Trading Volume On Portfolios Effective Time Formation/Holding Periods Based On Momentum Investment Strategies." International Business & Economics Research Journal (IBER) 10, no. 7 (2011): 1. http://dx.doi.org/10.19030/iber.v10i7.4662.

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This paper analyzes momentum investment strategies based on past market data to evaluate the impact of trading volume on price momentum for the Canadian Stock Market. Utilizing variant models of Jegadeesh and Titman (1993) and Lee and Swaminathan (2000), we evaluate the effective time formation/holding periods of portfolios using both past price and trading volume. The findings suggest that taking high trading volume into consideration in momentum investment strategies on the TSX between 1996 to 2004 generally outperformed a strictly price-based momentum strategy for both winners (t= 2.118, p&

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Tsuji, Chikashi. "Volatility Regime and Equity Portfolio Return: Evidence from Europe." Applied Economics and Finance 5, no. 3 (2018): 1. http://dx.doi.org/10.11114/aef.v5i3.3071.

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This paper examines four European equity portfolios sorted by size, book-to-market (B/M) ratios, operating profitability, investment, and momentum by using Markov switching models with high and low volatility regimes. Our empirical analyses derive the following interesting findings. First, in four European equity portfolios, the smallest and the strongest momentum portfolio yields the highest return. In addition, the second smallest and the highest B/M portfolio, the second smallest and the highest operating profitability portfolio, and the second smallest and the second lowest investment port

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Fague, Jeremy, and Caio Almeida. "Robust optimization of time series momentum portfolios." Brazilian Review of Finance 19, no. 1 (2021): 52–69. http://dx.doi.org/10.12660/rbfin.v19n1.2021.82045.

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Mean-Variance Optimization (MVO) is well-known to be extremely sensitive to slight differences in the expected returns and covariances: if these measures change day to day, MVO can specify very different portfolios. Making wholesale changes in portfolio composition can cause the incremental gains to be negated by trading costs. We present a method for regularizing portfolio turnover by using the ℓ1 penalty, with the amount of penalization informed by recent historical data. We find that this method dramatically reduces turnover, while preserving the efficiency of mean-variance optimization in

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Ryou, Hosun, Han Hee Bae, Hee Soo Lee, and Kyong Joo Oh. "Momentum Investment Strategy Using a Hidden Markov Model." Sustainability 12, no. 17 (2020): 7031. http://dx.doi.org/10.3390/su12177031.

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There has been a growing demand for portfolio management using artificial intelligence (AI). To sustain a competitive advantage for portfolio management, stock market investors require a strategic investment decision that can realize better returns. In this study, we propose a momentum investment strategy that employs a hidden Markov model (HMM) to select stocks in the rising state. We construct an HMM momentum portfolio that includes 890 Korean stocks and analyze the performance of the stocks over the period of January 2000 to December 2018. By identifying states of stocks, sectors, and marke

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Langenstein, Tim, Martin Užík, Thomas Holtfort, and Roman Warias. "Rolling Momentum Strategy: An Empirical Analysis." SHS Web of Conferences 129 (2021): 03018. http://dx.doi.org/10.1051/shsconf/202112903018.

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Research background: The focus of the momentum strategy, as a procyclical investment strategy, lies in the hypothesis that the winning shares of the past will most likely develop in the same direction in the near future. The same is assumed for the performance of the loser shares. The technical trading rules of relative strength according to Levy provide the basis for this approach (Levy, 1967). The momentum strategy can thus offer investors an opportunity to outperform the market. The creation of portfolios under the momentum strategy follows simple rules: On the basis of past prices, equitie

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Rozprawy doktorskie na temat "Momentum portfolios"

Yates, Marinus. "Fundamental momentum as an investment timing indicator for value portfolios." Diss., University of Pretoria, 2012. http://hdl.handle.net/2263/23068.

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The problem associated with value shares is that they may remain undervalued for an extended period of time. Therefore, determining when to buy value shares has been the focus of many investors and academics. Studies have determined fundamentals provide valuable information when selecting shares while price momentum provides a decent timing indicator. This research examines a novel share selection approach which seeks to combine fundamentals with momentum to obtain a leading timing indicator.This research seeks to determine if the fundamental momentum indicator can successfully and consistentl

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Li, Yao. "Examination of long-run performance of momentum portfolios: Implications for the sources and profitability of momentum." Diss., Virginia Tech, 2019. http://hdl.handle.net/10919/93958.

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This dissertation investigates the long-term performance of momentum portfolios. Its results show striking asymmetries for winners and losers and imply potentially different causes for the winner and loser components of momentum. After separately examining winners and losers relative to their respective benchmark portfolios with no momentum, we find winner momentum is smaller in magnitude, persists only for six months, and its higher return fully reverses. This is consistent with the notion that winner momentum is an overreaction to positive news and potentially destabilizing. Loser momentum i

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Schmitz, John J. "The multifactor risk, performance, and predictability of size, value, and momentum portfolios." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp04/nq28521.pdf.

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Segeritz, John R. "On front-running momentum and portfolio optimization." Master's thesis, University of Cape Town, 2017. http://hdl.handle.net/11427/25078.

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Most of the empirical research on momentum in finance has been conducted using monthly data and horizons for the formation and holding period of winner and loser portfolio. This research paper studies momentum using a weekly approach and examines strategies that are more flexible than the crowded month-end approach. In particular, this paper is interested in analyzing the legal front-running of month-end momentum strategies by one to five weeks. Furthermore this study analyzes how momentum profits change by using different start dates within a month ("week-effect") as well as within a year ("m

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Schoeman, Cornelius Etienne. "Enhancing a value portfolio with price acceleration momentum." Diss., University of Pretoria, 2012. http://hdl.handle.net/2263/22827.

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Value shares are notorious for remaining stagnant for extended periods of time, forcing value investors to remain locked in their investments often for excessive periods. This research study applied the price acceleration momentum indicator of Bird and Casavecchia (2007) on a value portfolio with the objective of improving the timing of value share acquisitions.A time series study was conducted, taking into account the top 160 JSE shares over the period 1 January 1985 to 31 August 2012. A price acceleration momentum indicator was applied to enhance a value portfolio formed on the basis of book

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Gao, Yang. "Momentum, Market States and Downside Risk." Thesis, The University of Sydney, 2018. http://hdl.handle.net/2123/20149.

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This thesis investigates momentum trading strategies during times of market turbulence. Momentum strategies have been shown to be profitable during multiple time periods in various equity markets and across different asset classes. However, one issue that momentum strategies face is the limited profitability during market downturns and the vulnerability to crashes. Another practical issue for momentum is the regulations on the short-side of its strategy during extreme economic conditions. As such, it is crucial to investigate and accurately interpret what drives momentum according to its vulne

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Ericsson, Anton, and Anton Erickson. "Does the Active Country Momentum Portfolio Beat the Passive Market Portfolio? : an empirical study on exchange-traded funds." Thesis, Örebro universitet, Handelshögskolan vid Örebro Universitet, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-89230.

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The thesis examines the strategy of country momentum and is evaluated with 30 different country exchange-traded funds (ETFs) for the period 1996-2018. The empirical evaluation is designed to apply different formation- and holding periods with overlapping portfolios. The results show positive momentum returns in various periods and a few portfolios present a higher average return than the market. However, none of the portfolios is presenting any significant positive returns or alphas, meaning that the three hypotheses cannot be rejected. On the other hand, some portfolios have higher Sharpe rat

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Deinwallner, Ulrich Roger. "Adjusting the Momentum Strategy for Small Investors." ScholarWorks, 2019. https://scholarworks.waldenu.edu/dissertations/6782.

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Researchers recommended investing according to the long only momentum (MOM) strategy to generate excess returns for private investors. The general problem of this study was that it was unclear when to enter and when to exit declining financial markets to avoid larger losses and to improve the overall performance with the MOM strategy. Therefore, it was important to understand the influence of a timing indicator on the MOM strategy. The purpose of this study was to examine the relationship between different moving average (MA) settings, the MOM strategy, and the performance of the returns from

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Bergh, G. "Hedge funds and higher moment portfolio selection." Master's thesis, University of Cape Town, 2005. http://hdl.handle.net/11427/5881.

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Includes bibliographical references.<br>This study confirms the findings of Davies, Kat and Lu (2003) and Feldman, Chen and Goda (2002) that Global Macro and Equity Market-Neutral strategies are crucial constituents in a fund of hedge funds portfolio. When comparing optimised multi-asset class portfolios including an allocation to hedge funds, the results show that meanvariance optimisation overallocates to the hedge fund class on the basis of its high reward to volatility ratio.

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Ren, He. "Impact of Market State on Momentum Portfolio Risk and Performance: A Risk-Based Explanation." Thesis, University of North Texas, 2019. https://digital.library.unt.edu/ark:/67531/metadc1609137/.

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The momentum puzzle, i.e., stocks that have performed better in the past tend to perform better in the future, has been a constant challenge to classic finance theory. Prior research has failed to provide valid risk-based explanations because winner portfolios do not exhibit higher risk characteristics. Without a convincing risk explanation, the persistence of momentum profit is a violation of the efficient market hypothesis. Today, the momentum puzzle remains one of the very few major anomalies that cannot be explained by Fama-French factor models. I find prior empirical efforts to measure mo

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Książki na temat "Momentum portfolios"

Gatev, Evan G. Rebels, conformists, contrarians and momentum traders. National Bureau of Economic Research, 2000.

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Ang, Andrew. Downside risk and the momentum effect. National Bureau of Economic Research, 2001.

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Jegadeesh, Narasimhan. Profitability of momentum strategies: An evaluation of alternative explanations. National Bureau of Economic Research, 1999.

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Nielsen, Lars Tyge. Portfolio selection and asset pricing with dynamically incomplete markets and time-varying first and second moments. INSEAD, 1997.

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Nielsen, L. Portfolio selection and asset pricing with dynamically incomplete markets and time-varying first and second moments. INSEAD, 1997.

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Nielsen, Lars Tyge. Portfolio selection with randomly time-varying first and second moments: The role of the instantaneous capital market line. 2nd ed. INSEAD, 1998.

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Chabi-Yo, Fousseni. The stochastic discount factor: Extending the volatility bound and a new approach to portfolio selection with higher-order moments. Bank of Canada, 2005.

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Back, Kerry E. Factor Models. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190241148.003.0006.

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The CAPM and factor models in general are explained. Factors can be replaced by the returns or excess returns that are maximally correlated (the projections of the factors). A factor model is equivalent to an affine representation of an SDF and to spanning a return on the mean‐variance frontier. The use of alphas for performance evaluation is explained. Statistical factor models are defined as models in which factors explain the covariance matrix of returns. A proof is given of the Arbitrage Pricing Theory, which states that statistical factors are approximate pricing factors. The CAPM and the

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Martelli, Duccio. The Psychology of Traders. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190269999.003.0011.

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In recent decades, trading has become very popular among retail investors, mainly owing to widespread use of technology and a reduction in transaction costs. However, the growing information available to individuals and the higher complexity of financial markets have led investors to make psychological mistakes more easily. This chapter describes the main types of behavioral bias that affect individual investors, especially retail traders who frequently churn their portfolios. The chapter compares momentum and contrarian trading strategies used by such traders. It also discusses the impact of

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Henning, Grant. Value and Momentum Trader: Dynamic Stock Selection Models to Beat the Market. Wiley & Sons, Incorporated, John, 2009.

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Części książek na temat "Momentum portfolios"

Müller, Birgit Charlotte. "Cross-Country Composite Momentum." In Three Essays on Empirical Asset Pricing in International Equity Markets. Springer Fachmedien Wiesbaden, 2021. http://dx.doi.org/10.1007/978-3-658-35479-4_2.

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ZusammenfassungMedium-term price continuation, commonly defined as momentum, is a widespread phenomenon in financial markets. It exists for individual stocks (Jegadeesh and Titman, 1993), for industry sectors (Moskowitz and Grinblatt, 1999), for style portfolios (Lewellen, 2002), in international equity markets (Rouwenhorst, 1998; Chui et al., 2010), and across asset classes (Bhojraj and Swaminathan, 2006; Menkhoff et al., 2012; Asness et al., 2013). Momentum also appears to be persistent over time, at least outside the U.S. stock market (Jegadeesh and Titman, 2001; McLean and Pontif, 2016; Gr

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Bird, Ron, and Jonathan Whitaker. "The Performance of Value and Momentum Investment Portfolios: Recent Experience in the Major European Markets." In Asset Management. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-30794-7_7.

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Bird, Ron, and Jonathan Whitaker. "The Performance of Value and Momentum Investment Portfolios: Recent Experience in the Major European Markets Part 2." In Asset Management. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-30794-7_8.

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Chalupa, Marek, and Cedric Richter. "BUBAAK: Dynamic Cooperative Verification." In Lecture Notes in Computer Science. Springer Nature Switzerland, 2025. https://doi.org/10.1007/978-3-031-90660-2_14.

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Abstract Cooperative verification is gaining momentum in recent years. The usual setup in cooperative verification is that a verifier A is run with some pre-defined resources, and if it is not able to verify the program, the verification task is passed to a verifier B together with information learned about the program by verifier A, then the chain can continue to a verifier C, and so on. This scheme is static: tools run one after another in a fixed pre-defined order and fixed parameters and resource limits (the scheme may differ for properties to be analyzed, though). Bubaak is a program anal

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Mulvey, John M., Woo Chang Kim, and Mehmet Bilgili. "Linking Momentum Strategies with Single-Period Portfolio Models." In Handbook of Portfolio Construction. Springer US, 2010. http://dx.doi.org/10.1007/978-0-387-77439-8_18.

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Chen, James Ming. "Finance as a Pattern of Timeless Moments." In Postmodern Portfolio Theory. Palgrave Macmillan US, 2016. http://dx.doi.org/10.1057/978-1-137-54464-3_1.

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Chen, James Ming. "The Full Financial Toolkit of Partial Second Moments." In Postmodern Portfolio Theory. Palgrave Macmillan US, 2016. http://dx.doi.org/10.1057/978-1-137-54464-3_5.

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Chen, James Ming. "A Four-Moment Capital Asset Pricing Model." In Postmodern Portfolio Theory. Palgrave Macmillan US, 2016. http://dx.doi.org/10.1057/978-1-137-54464-3_10.

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Chen, James Ming. "Finance as a Romance of Many Moments and Plural Views." In Postmodern Portfolio Theory. Palgrave Macmillan US, 2016. http://dx.doi.org/10.1057/978-1-137-54464-3_18.

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Menchero, Jose, and Zoltán Nagy. "Performance of Earnings Yield and Momentum Factors in US and International Equity Markets." In Portfolio Construction, Measurement, and Efficiency. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-33976-4_10.

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Streszczenia konferencji na temat "Momentum portfolios"

Fatemi, Berouz, Alireza Kobravi, Duncan Larraz, Francesc Naya, and Nils Tuchschmid. "Introducing the Cluster-Momentum Portfolio in Alternative Risk Premia Investing." In 7th International Conference on Finance, Economics, Management and IT Business. SCITEPRESS - Science and Technology Publications, 2025. https://doi.org/10.5220/0013203400003956.

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Pavlović, Danica, Boris Korenak, and Nikola Stakić. "Investigating the Impact of Dual Momentum Strategies on Global ETF Portfolio Performance." In FINIZ 2024. Singidunum University, 2024. https://doi.org/10.15308/finiz-2024-3-7.

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Phoon, Sheong Wei, You Chuen Chong, Wing Son Loh, Kee Seng Kuang, and Gillian Yi Han Woo. "Finite Order Universal Portfolio with Moment-Generating Function and Machine Learning Model." In 2024 5th International Conference on Artificial Intelligence and Data Sciences (AiDAS). IEEE, 2024. http://dx.doi.org/10.1109/aidas63860.2024.10730024.

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Donno, M. G. De. "The Nuclear Renaissance in a Geopolitical Crossfire: Uranium's Role in the Net Zero Transition." In SPE Europe Energy Conference and Exhibition. SPE, 2025. https://doi.org/10.2118/225500-ms.

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The year 2022 marked a turning point for global energy security, forcing nations to rethink their reliance on traditional fossil fuels. The geopolitical turmoil triggered by Russia's invasion of Ukraine exposed critical vulnerabilities in energy supply chains, particularly in Europe, where the dependence on imported oil and natural gas led to extreme price volatility and uncertainty. This crisis accelerated the need for stable, low-carbon, and geopolitically secure energy sources, bringing nuclear power and uranium back to the forefront of energy policy discussions. As countries worked to dive

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Xu, Qi-Fa, Cui-Xia Jiang, and Pu Kang. "Dynamic Portfolio Selection Under Higher Moments." In 2007 International Conference on Machine Learning and Cybernetics. IEEE, 2007. http://dx.doi.org/10.1109/icmlc.2007.4370565.

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SHAN, S., and X. L. HAN. "METHOD FOR ASSET PORTFOLIO SELECTION CONSIDERING VALUE AND MOMENTUM STRATEGIES." In The 2015 International Conference on Management, Information and Communication and the 2015 International Conference on Optics and Electronics Engineering. WORLD SCIENTIFIC, 2016. http://dx.doi.org/10.1142/9789814759298_0024.

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Chen, Ning, and Zengxin Wei. "Portfolio selection model with higher moments risk." In International Conference on Information Management and Management Engineering. WIT Press, 2014. http://dx.doi.org/10.2495/imme140731.

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Cui-xia, Jiang, and Liu Jing-dong. "Dynamic Portfolio Analysis Based on Realized Higher Moments." In 2009 Fifth International Conference on Natural Computation. IEEE, 2009. http://dx.doi.org/10.1109/icnc.2009.273.

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Dokov, Steftcho, Ivilina Popova, and David P. Morton. "Efficient Portfolios Computed via Moment-Based Bounding-approximations: Part I - EB." In 2019 International Conference on Information Science and Communications Technologies (ICISCT). IEEE, 2019. http://dx.doi.org/10.1109/icisct47635.2019.9011994.

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Dokov, Steftcho, Ivilina Popova, and David P. Morton. "Efficient Portfolios Computed via Moment-Based Bounding-approximations: Part II - DBFS." In 2021 International Conference on Information Science and Communications Technologies (ICISCT). IEEE, 2021. http://dx.doi.org/10.1109/icisct52966.2021.9670058.

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Raporty organizacyjne na temat "Momentum portfolios"

Goswami, Partha. The Software-defined Vehicle: Its Current Trajectory and Execution Challenges. SAE International, 2024. http://dx.doi.org/10.4271/epr2024027.

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<div class="section abstract"><div class="htmlview paragraph">Original equipment manufacturers, Tier 1 suppliers, and the rest of the value chain, including the semiconductor industry, are reshaping their product portfolios, development processes, and business models to support this transformation to software-defined vehicles (SDVs). The focus on software is rippling out through the automotive sector, forcing the industry to rethink organization, leadership, processes, and future roadmaps.</div><div class="htmlview paragraph"><b>The Software-defined Vehicle: Its C

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Xu, Min, and Yijia Zhang. The Future of Automotive Powertrain Development: Insights from the Chinese Market. SAE International, 2025. https://doi.org/10.4271/epr2025004.

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<div class="section abstract"><div class="htmlview paragraph">The electrification momentum of automotive powertrains has slowed down globally in recent years. At the same time, hybrid powertrains, once treated as transitional technology so as to be ignored, have achieved outstanding market performance and are increasingly gaining attention. A diversified powertrain technology landscape is gradually forming over the previous internal combustion dominant or the expected battery electric dominant scenarios. Due to misinformation and the communication barrier, some perceptions about Ch

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David, Aharon. Controlling Aircraft—From Humans to Autonomous Systems: Rise of the Machines. SAE International, 2024. http://dx.doi.org/10.4271/epr2024020.

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<div class="section abstract"><div class="htmlview paragraph">Paris, June 18, 1914: Crowds gathered at the “Concours de la Sécurité en Aéroplane” to witness 21-year-old Lawrence Sperry demonstrate his newly invented gyroscopic stabilizer. With his hands in the air, the device flew his Curtiss C-2 flying boat. Only a decade after the Wright brothers’ initial flight, the first n “autopilot” made its public debut. As impressive as this public demonstration was, it was merely a humble, although spectacular moment of foreshadowing. Even today—110 years later—the process of automating as

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Vargas-Herrera, Hernando, Juan Jose Ospina-Tejeiro, Carlos Alfonso Huertas-Campos, et al. Monetary Policy Report - April de 2021. Banco de la República de Colombia, 2021. http://dx.doi.org/10.32468/inf-pol-mont-eng.tr2-2021.

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1.1 Macroeconomic summary Economic recovery has consistently outperformed the technical staff’s expectations following a steep decline in activity in the second quarter of 2020. At the same time, total and core inflation rates have fallen and remain at low levels, suggesting that a significant element of the reactivation of Colombia’s economy has been related to recovery in potential GDP. This would support the technical staff’s diagnosis of weak aggregate demand and ample excess capacity. The most recently available data on 2020 growth suggests a contraction in economic activity of 6.8%, lowe

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