Factor Momentum
Year of publication: |
2020
|
---|---|
Authors: | Arnott, Robert D. |
Other Persons: | Clements, Mark (contributor) ; Kalesnik, Vitali (contributor) ; Linnainmaa, Juhani T. (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Faktorenanalyse | Factor analysis | Anlageverhalten | Behavioural finance |
Extent: | 1 Online-Ressource (66 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 1, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3116974 [DOI] |
Classification: | G1 - General Financial Markets ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Market States, Expectations, Sentiment and Momentum : How Naive are Investors?
Galariotis, Emilios C., (2016)
-
Role of Analysts : Following Momentum or Creating Momentum?
Li, Keming, (2011)
-
Asset Management and Industry Index Portfolios : Momentum and Reversal Abnormal Returns
Toscano, Mario, (2009)
- More ...
-
Informed Traders, Long-Dated Options, and the Cross Section of Stock Returns
Clements, Mark, (2017)
-
Why Factor Tilts are Not Smart 'Smart Beta'
Arnott, Robert D., (2017)
-
Reports of Value’s Death May Be Greatly Exaggerated
Arnott, Robert D., (2020)
- More ...