A critique of momentum strategies
Year of publication: |
September 2018
|
---|---|
Authors: | Gao, Yang ; Leung, Henry ; Satchell, Stephen |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 19.2018, 5, p. 341-350
|
Subject: | Momentum | Trend | Portfolio management | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance |
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