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Rethinking Time-Series Momentum in Equity Portfolios: Common Signals, Long-Only Positioning, and No Need for Volatility Timing
Valeriy Zakamulin (University of Agder)
SSRN Electronic Journal preprint
DOI: 10.2139/ssrn.7318318 (Economics, Econometrics and Finance)
License: CC BY
Published on 01 Jan. 2026