Dominance of hybrid contratum strategies over momentum and contrarian strategies : half a century of evidence
Year of publication: |
2020
|
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Authors: | Abukari, Kobana ; Otchere, Isaac |
Published in: |
Financial markets and portfolio management. - Norwell, Mass. : Springer, ISSN 2373-8529, ZDB-ID 2097963-0. - Vol. 34.2020, 4, p. 471-505
|
Subject: | Momentum | Contrarian | Contratum | Momentrian | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Momentenmethode | Method of moments |
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