Idiosyncratic risk, long-term reversal, and momentum
R. David McLean
| Year of publication: |
2010
|
|---|---|
| Authors: | McLean, R. David |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 45.2010, 4, p. 883-906
|
| Subject: | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Arbitrage Pricing | Arbitrage pricing | Transaktionskosten | Transaction costs |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008758091