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Risk-Managed Industry Momentum and Momentum Crashes
SSRN Electronic Journal, 2016This is the first paper that investigates Barosso and Santa-Clara’s (2015) risk-managed momentum strategy in an industry momentum setting. We investigate traditional momentum strategies and Novy-Marx (2012) strategy. We also explore the impact of different variance forecast horizons on the average payoffs.
Ruotsalainen, Joni +3 more
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, 2019
Optical vortices, beams with spiral wavefronts and screw phase dislocations, have been attracting increasing interest in various fields. Here, we theoretically propose and experimentally realize an easy approach to generating optical vortices.
Bo Wang +9 more
semanticscholar +1 more source
Optical vortices, beams with spiral wavefronts and screw phase dislocations, have been attracting increasing interest in various fields. Here, we theoretically propose and experimentally realize an easy approach to generating optical vortices.
Bo Wang +9 more
semanticscholar +1 more source
Linear Momentum, Angular Momentum and Analytical Mechanics
Multibody System Dynamics, 1997zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Orbital angular momentum of light and the transformation of Laguerre-Gaussian laser modes.
Physical Review A. Atomic, Molecular, and Optical Physics, 1992L. Allen +3 more
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Terabit free-space data transmission employing orbital angular momentum multiplexing
Nature Photonics, 2012Jian Wang +10 more
semanticscholar +1 more source
Complex-amplitude metasurface-based orbital angular momentum holography in momentum space
Nature Nanotechnology, 2020H. Ren +5 more
semanticscholar +1 more source
A calculation procedure for heat, mass and momentum transfer in three-dimensional parabolic flows
, 1972S. Patankar, D. Spalding
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