Enhancing Risk-Adjusted Return Using Time Series Momentum in Sovereign Bonds
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 홍기훈 | - |
dc.date.available | 2020-07-10T07:03:08Z | - |
dc.date.created | 2020-07-08 | - |
dc.date.issued | 2015-07-01 | - |
dc.identifier.issn | 1059-8596 | - |
dc.identifier.uri | https://scholarworks.bwise.kr/hongik/handle/2020.sw.hongik/9655 | - |
dc.language | 영어 | - |
dc.language.iso | en | - |
dc.publisher | Institutional Investor Journals | - |
dc.title | Enhancing Risk-Adjusted Return Using Time Series Momentum in Sovereign Bonds | - |
dc.type | Article | - |
dc.contributor.affiliatedAuthor | 홍기훈 | - |
dc.identifier.bibliographicCitation | Journal of Fixed Income, v.25, no.1, pp.96 - 111 | - |
dc.relation.isPartOf | Journal of Fixed Income | - |
dc.citation.title | Journal of Fixed Income | - |
dc.citation.volume | 25 | - |
dc.citation.number | 1 | - |
dc.citation.startPage | 96 | - |
dc.citation.endPage | 111 | - |
dc.type.rims | ART | - |
dc.description.journalClass | 1 | - |
dc.description.journalRegisteredClass | scopus | - |
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