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Journal Articles International Review of Financial Analysis Year : 2021

Asymmetry, tail risk and time series momentum

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Shanglin Lu
Shixuan Wang
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hal-03511436 , version 1 (04-01-2022)

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Zhenya Liu, Shanglin Lu, Shixuan Wang. Asymmetry, tail risk and time series momentum. International Review of Financial Analysis, 2021, 78, pp.101938. ⟨10.1016/j.irfa.2021.101938⟩. ⟨hal-03511436⟩
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