Feasible Momentum Strategies
Year of publication: |
2004-10-01
|
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Authors: | Rey, David M. ; Schmid, Markus |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> |
Subject: | Volatilität | Transaktionskosten | Bewertung | Investitionsentscheidung |
Extent: | 2048000 bytes 43 p. application/pdf |
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Series: | Working Paper ; 199 (2004) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; Employment of capital, capital investment planning and estimate of investment profitability ; Individual Working Papers, Preprints ; Switzerland. General Resources |
Source: | USB Cologne (business full texts) |
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