Time Series Momentum (Moskowitz, Ooi & Pedersen, 2012), image 1 of 11 / 1
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Time Series Momentum (Moskowitz, Ooi & Pedersen, 2012)

in Papers que mudaram meu jogo by Rafael Monte

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Time Series Momentum (Moskowitz, Ooi & Pedersen, 2012) on “Papers que mudaram meu jogo”, a list by Rafael Monte on TheLysts.

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Name
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Tema
Momentum em séries temporais de ativos
Meu take
Time que tá embalado, deixa embalar. Esse paper mostrou que isso vale pra carteira também, não só pra sequência de vitórias.

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