Global international ELM versus momentum
Year of publication: |
2024
|
---|---|
Authors: | Snigaroff, Robert ; Wroblewski, David |
Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4. - New Jersey : World Scientific, ISBN 978-981-12-6325-5. - 2024, p. 3203-3223
|
Subject: | Liquidity | Momentum | Earnings | Asset pricing | Factor models | GRS test | Spanning tests | CAPM | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Schätzung | Estimation | Momentenmethode | Method of moments | Welt | World | Faktorenanalyse | Factor analysis | Statistischer Test | Statistical test |
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