Items where Author is "Sarwar, G."
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Article
Sarwar, G., Mateus, C. & Todorovic, N. 
ORCID: 0000-0003-4875-623X (2018).
A guide to survival of momentum in UK style portfolios.
International Journal of Banking, Accounting and Finance, 9(2),
pp. 192-224.
doi: 10.1504/ijbaaf.2018.092134
Sarwar, G., Mateus, C. & Todorovic, N. (2017). US sector rotation with five-factor Fama–French alphas. Journal of Asset Management, 19(2), pp. 116-132. doi: 10.1057/s41260-017-0067-2
Sarwar, G., Mateus, C. & Todorovic, N. (2017). A tale of two states: asymmetries in the UK small, value and momentum premiums. Applied Economics, 49(5), pp. 456-476. doi: 10.1080/00036846.2016.1200184