Distinguishing rational and behavioral models of momentum
Year of publication: |
2013
|
---|---|
Authors: | Li, Dongmei |
Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 3.2013, 3/4, p. 1-30
|
Subject: | Momentum | conservatism | uncertainty | Rationalität | Rationality | Verhaltensökonomik | Behavioral economics | Anlageverhalten | Behavioural finance | Risiko | Risk | Theorie | Theory | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Momentenmethode | Method of moments | Entscheidung unter Unsicherheit | Decision under uncertainty |
-
Risk-adjusted time series momentum
Dudler, Martin, (2014)
-
Avoiding momentum crashes : dynamic momentum and contrarian trading
Dobrynskaja, V. V., (2019)
-
Barroso, Pedro, (2015)
- More ...
-
Does q-theory with investment frictions explain anomalies in the cross section of returns?
Li, Dongmei, (2010)
-
Willingness and determinants of farmers'adoption of new rice varieties
Li, Dongmei, (2010)
-
Li, Dongmei, (2013)
- More ...