【作者(必填)】
AUTHOR INFORMATION

• Olivier Schmid
  • is a senior portfolio manager and researcher at Fisch Asset Management in Zurich, Switzerland. (olivier.schmid@fam.ch)
    
• Patrick Wirth
  • is a senior portfolio manager and researcher at Fisch Asset Management in Zurich, Switzerland. (patrick.wirth@fam.ch)
    
  
  

【文题(必填)】
Optimal Allocation to Time-Series and Cross-Sectional Momentum
【年份(必填)】
2021

【全文链接或数据库名称(选填)】
https://jpm.pm-research.com/content/early/2021/01/30/jpm.2021.1.213