SHI , Jielin. Quantitative Portfolio Management Strategy Based on the Combination of Mean-Variance Optimization and Time-Series Momentum. Highlights in Business, Economics and Management, [S. l.], v. 54, p. 189–197, 2025. DOI: 10.54097/4am0dw78. Disponível em: https://hbem.org/index.php/OJS/article/view/286. Acesso em: 30 jul. 2026.