Imperial College London

ProfessorRobertKosowski

Business School

Head of the Department of Finance and Professor of Finance
 
 
 
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Contact

 

r.kosowski Website

 
 
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Location

 

3.0253 Prince's GateSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Baltas:2013:10.2139/ssrn.1968996,
author = {Baltas, A-N and Kosowski, R},
doi = {10.2139/ssrn.1968996},
journal = {SSRN Working Paper},
title = {Momentum Strategies in Futures Markets and Trend-following Funds},
url = {http://dx.doi.org/10.2139/ssrn.1968996},
year = {2013}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Baltas,A-N
AU - Kosowski,R
DO - 10.2139/ssrn.1968996
PY - 2013///
TI - Momentum Strategies in Futures Markets and Trend-following Funds
T2 - SSRN Working Paper
UR - http://dx.doi.org/10.2139/ssrn.1968996
ER -