Asymmetric extreme tails and prospective utility of momentum returns
Year of publication: |
2012
|
---|---|
Authors: | Gregory-Allen, Russell ; Lu, Helen ; Stork, Philip |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 117.2012, 1, p. 295-297
|
Publisher: |
Elsevier |
Subject: | Extreme value theory | Asymmetric tails | Prospective utility |
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