Momentum, acceleration, and reversal
Year of publication: |
2015
|
---|---|
Authors: | Xiong, James X. ; Ibbotson, Roger G. |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 13.2015, 1, p. 84-95
|
Subject: | Momentum | acceleration | reversal | forecasting skewness | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Momentenmethode | Method of moments | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Prognose | Forecast |
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