Replication Data and Code for "Factor Momentum" by Arnott, Kalesnik, and Linnainmaa, 2023, Review of Financial Studies, forthcoming

Name: Replication Data and Code for "Factor Momentum" by Arnott, Kalesnik, and Linnainmaa, 2023, Review of Financial Studies, forthcoming
Creator: Dartmouth College
Published: 2023-01-01T00:00:00+08:00

Harvard Dataverse2023-06-30 更新2026-04-09 收录

因子动量策略

量化投资复现

数据链接：

https://dataverse.harvard.edu/citation?persistentId=doi:10.7910/DVN/M8XUF0 数据链接链接失效反馈

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资源简介：

This package contains data, code, and instructions in a README file for replicating the results in the published version of the manuscript

提供机构：

Dartmouth College

创建时间：

2023-01-01

Replication Data and Code for "Factor Momentum" by Arnott, Kalesnik, and Linnainmaa, 2023, Review of Financial Studies, forthcoming

资源简介：

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