Constant Volatility Scaled and Semi-Constant Volatility Scaled Momentum in Tehran Stock Exchange

2025/03/05 by Ghaseminejad, Mohammadreza, pakizeh, kamran
#Momentum Strategy #Risk-Adjusted Return #Tehran Stock Exchange

paper · doi:10.71716/amfa.2025.31186851

Abstract

Advances in Mathematical Finance and Applications, 10(3), 335

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