A guide to survival of momentum in UK style portfolios
Year of publication: |
2018
|
---|---|
Authors: | Sarwar, Golam ; Mateus, Cesario ; Todorovic, Natasa |
Published in: |
International journal of banking, accounting and finance. - Genève : Inderscience Enterprises Ltd., ISSN 1755-3830, ZDB-ID 2458820-9. - Vol. 9.2018, 2, p. 192-224
|
Subject: | momentum survival | style portfolios | Kaplan-Meier estimator | trading strategies | UK | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Momentenmethode | Method of moments |
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