@article{publication-24351,
	author={Cirulli, Antonello and Kobak, Michal and Ulrych, Urban},
	doi={10.3905/jpm.2023.1.570},
	issn={0095-4918},
	journal={The Journal of Portfolio Management},
	number=4,
	pages={136-159},
	publisher={Pageant Media},
	title={Portfolio Construction with Hierarchical Momentum},
	volume=50,
	year=2024,
}