Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas
2011 ◽
Vol 102
(2)
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pp. 363-389
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2015 ◽
Vol 135
(6)
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pp. 221-229
Keyword(s):
2014 ◽
Vol 15
(3)
◽
pp. 125-137
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2018 ◽
Vol 30
(4)
◽
pp. 267-291
Keyword(s):
Keyword(s):