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Keep up the momentum thierry roncalli com
Found 1 free book(s)Keep Up The Momentum - thierry-roncalli.com
www.thierry-roncalli.comKeep Up The Momentum Thierry Roncalli Quantitative Research Amundi Asset Management, Paris thierry.roncalli@amundi.com December 2017 Abstract The momentum risk premium is one of the most important alternative risk premia