A reexamination of factor momentum : how strong is it?
Year of publication: |
2022
|
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Authors: | Fan, Minyou ; Li, Youwei ; Liao, Ming ; Liu, Jiadong |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Oxford : Wiley-Blackwell, ISSN 1540-6288, ZDB-ID 2068470-8. - Vol. 57.2022, 3, p. 585-615
|
Subject: | factor investing | factor momentum | return continuation | time series momentum | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Zeitreihenanalyse | Time series analysis | Momentenmethode | Method of moments |
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