@unpublished{publication-22483,
	author={Ulrych, Urban and Cirulli, Antonello and Kobak, Michal},
	doi={10.2139/ssrn.4125072},
	institution={University of Zurich},
	issn={1556-5068},
	number=4125072,
	series={SSRN},
	title={Portfolio Construction with Hierarchical Momentum},
	year=2023,
}