Momentum has its moments
Year of publication: |
2015
|
---|---|
Authors: | Barroso, Pedro ; Santa-Clara, Pedro |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 116.2015, 1, p. 111-120
|
Subject: | Anomalies | Momentum | Time-varying risk | Transaction costs of momentum | Transaktionskosten | Transaction costs | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Momentenmethode | Method of moments | Risiko | Risk | CAPM | Schätzung | Estimation | Wertpapierhandel | Securities trading | Anlageverhalten | Behavioural finance | Risikoprämie | Risk premium |
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