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oai:figshare.com:article/32632683 2026-10-01T17:09:21Z portal_1172 item_type_8 month_year_10_2026

Risk-adjusted momentum, portfolio optimisation and multiple hypothesis testing controls in financial markets Minyou Fan (24165144) PUREID: 317471877 To summarise, this thesis contributes to the literature in the areas of momentum, portfolio construction and financial econometrics. We propose effective methods to mitigate momentum risks and improve momentum profits. To ensure that the improvements are not affected by false discoveries, we assess a variety of Multiple Hypothesis Testing (MHT) approaches and adopt the most desirable one to control for potential Type I errors. This thesis also emphasises the role of momentum across multiple asset classes and inspires new studies in momentum investment.<br><br><br> 2026-10-01T17:09:21Z Text Thesis 10.17034/32632683.v1 https://figshare.com/articles/thesis/Risk-adjusted_momentum_portfolio_optimisation_and_multiple_hypothesis_testing_controls_in_financial_markets/32632683 All Rights Reserved