Primary Article

Empirical Study on Price Momentum Strategy for Long, Short, and Long/Short Equity Portfolios

Optimal Rebalancing Period and Optimal Size

Susana Yu and Avner Wolf
The Journal of Wealth Management Summer 2003, 6 (1) 73-87; DOI: https://doi.org/10.3905/jwm.2003.320478

Article Information

vol. 6 no. 1 73-87
DOI 
https://doi.org/10.3905/jwm.2003.320478
Published By 
Pageant Media Ltd
Print ISSN 
1534-7524
Online ISSN 
2374-1368
History 
  • Published online April 30, 2003.
Copyright & Usage 
© 2003 Pageant Media Ltd

Author Information

  1. Susana Yu
    1. An assistant professor in the Department of Economics and Finance at the State University of New York at Plattsburgh. (yus{at}plattsburgh.edu)
  2. Avner Wolf
    1. Chairperson of the Department of Economics and Finance at Baruch College, The City University of New York. (aver_wolf{at}baruch.cuny.edu)
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Empirical Study on Price Momentum Strategy for Long, Short, and Long/Short Equity Portfolios
Susana Yu, Avner Wolf
The Journal of Wealth Management Apr 2003, 6 (1) 73-87; DOI: 10.3905/jwm.2003.320478
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