How smart is an momentum strategy? : an empirical study of Indian equities
Year of publication: |
2023
|
---|---|
Authors: | Nigam, Apurv ; Pandey, Piyush |
Published in: |
Algorithmic finance. - Amsterdam : IOS Press, ISSN 2158-5571, ZDB-ID 3099846-3. - Vol. 10.2023, 1/2, p. 21-37
|
Subject: | Smart beta investments | momentum | accelerated-momentum | contrarian | Indien | India | Betafaktor | Beta risk | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | CAPM | Aktienmarkt | Stock market |
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