Browsing: momentum

Posts Tagged ‘ momentum ’

How to Improve Momentum Risk Management

Nov 12th, 2019 | Filed under: Newly Added, Hedge Fund Strategies, The A.I. Industry, Equity Hedge Funds, Risk management, Hedge Funds, Risk Metrics and Measurement, Risk Management Strategies & Processes

Matthew X. Hanauer and Steffen Windmueller, two scholars affiliated with the Technical University of Munich, compare the performance of three risk management approaches applicable to the momentum strategy. Their new paper also explores the risk management techniques available for hedge fund managers and others who pursue a momentum strategy. ARead More