Default probability anomalies in the momentum startegies
Year of publication: |
2014
|
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Authors: | Lee, Nicholas Rueilin ; Liu, Jung-Fang ; Lin, Wei-Yu |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 21.2014, 16/18, p. 1206-1209
|
Subject: | momentum | default probability | Merton options | anomalies | Insolvenz | Insolvency | Kreditrisiko | Credit risk | Wahrscheinlichkeitsrechnung | Probability theory | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Momentenmethode | Method of moments |
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