Behavioral investment strategy matters : a statistical arbitrage approach
Year of publication: |
2013
|
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Authors: | Sun, David S. ; Tsai, Shih-chuan ; Wang, Wei |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 49.2013, Suppl.3, p. 47-61
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Subject: | disposition effect | market state | momentum strategy | statistical arbitrage | Portfolio-Management | Portfolio selection | Arbitrage | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income |
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