Media type: E-Article Title: Robust optimization of time series momentum portfolios Contributor: Fague, Jeremy [Author]; Almeida, Caio [Author] Published: 2021 Published in: Revista Brasileira de Finanças ; 19(2021), 1 vom: Jan./März, Seite 52-69 Language: English DOI: 10.12660/rbfin.v19n1.2021.82045 Identifier: Keywords: Mean Variance ; Momentum ; Turnover ; Regularization ; Aufsatz in Zeitschrift Origination: Footnote: Access State: Open Access