| Momentum Strategies in Futures Markets and Trend-following Funds N Baltas, R Kosowski | 157 | 2012 |
| Demystifying Time-Series Momentum Strategies: Volatility Estimators, Trading Rules and Pairwise Correlations N Baltas, R Kosowski Market Momentum (ed. S. Satchell & A. Grant), 30-67, 2020 | 92* | 2020 |
| The Impact of Crowding in Alternative Risk Premia Investing N Baltas Financial Analysts Journal 75 (3), 89-104, 2019 | 33 | 2019 |
| Forecasting the Equity Risk Premium: The importance of regime-dependent evaluation N Baltas, D Karyampas Journal of Financial Markets 38, 83-102, 2018 | 29 | 2018 |
| Trend-Following, Risk-Parity and the Influence of Correlations N Baltas Risk-Based and Factor Investing (ed. E. Jurczenko), 65-96, 2015 | 25 | 2015 |
| Cross-Asset Skew N Baltas, G Salinas The Journal of Portfolio Management 48 (4), 194-219, 2022 | 14 | 2022 |
| Tail Risk in the Cross Section of Alternative Risk Premium Strategies N Baltas, B Scherer The Journal of Portfolio Management - Multi-Asset Special Issue 45 (2), 93-104, 2019 | 13 | 2019 |
| Stock selection using Machine Learning N Baltas, D Jessop, S Jones, P Winter, S Wu, O Antrobus, P Stoltz UBS Global Research, 2015 | 11* | 2015 |
| Optimising Cross-Asset Carry N Baltas Factor Investing (ed. E. Jurczenko), 317-364, 2017 | 10 | 2017 |
| Low-Risk Investing: Perhaps not Everywhere N Baltas, D Jessop, C Jones, S Lancetti, P Winter, J Holcroft UBS Investment Research, 2015 | 10* | 2015 |
| Trend-Following meets Risk-Parity N Baltas, D Jessop, C Jones, H Zhang UBS Investment Research, 2013 | 5 | 2013 |
| Multi-Asset Seasonality and Trend-Following Strategies N Baltas Bankers, Markets & Investors 140, 47-62, 2016 | 3 | 2016 |
| Cross-sectional and Time-series Momentum in Equity and Futures Markets: Trading Strategies and the Role of Correlation Risk AN Baltas Imperial College London, 2011 | 2 | 2011 |
| Explaining Momentum Strategies using Intrinsic Price Fluctuations N Baltas | 1 | 2011 |
Robert KosowskiImperial College LondonVerified email at imperial.ac.uk
