Andrea Tamoni
Department of Finance, Mendoza College of Business, University of Notre Dame. Co-author of Moskowitz Sabbatucci Tamoni Uhl 2025 Nonlinear TSMOM.
Affiliations
- University of Notre Dame, Mendoza College of Business, Department of Finance.
Key contributions
- Nonlinear Time Series Momentum (2025) — applied machine-learning estimation to time-series momentum signals; documented that the empirical optimal weighting is nonlinear and matches the theoretical Ferson-Siegel Optimal Weighting S-curve.