Investment and profitability versus value and momentum : the price of residual risk
Yuming Li
| Year of publication: |
2018
|
|---|---|
| Authors: | Li, Yuming |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 46.2018, p. 1-10
|
| Subject: | Anomalies | Risk price | Traded factors | Theorie | Theory | CAPM | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Risiko | Risk | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Finanzanalyse | Financial analysis | Rentabilität | Profitability |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2017.12.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012103433