We use cookies to ensure that we give you the best experience on our website. You can change your cookie settings at any time. Otherwise, we'll assume you're OK to continue.

Durham University

Research & business

View Profile

Publication details for Dr Anurag Narayan Banerjee

Hung, C.D. & Banerjee, A. (2013). Active Momentum Trading versus Passive "1/N Naive Diversification. Quantitative Finance 13(5): 655-663.

Author(s) from Durham