Momentum in Australian style portfolios : risk or inefficiency?
Year of publication: |
June 2016
|
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Authors: | Chan, Howard Wei-hong ; Docherty, Paul |
Published in: |
Accounting and finance : journal of the Accounting Association of Australia and New Zealand. - Richmond, Vic. : Wiley-Blackwell, ISSN 0810-5391, ZDB-ID 852471-3. - Vol. 56.2016, 2, p. 333-361
|
Subject: | Asset pricing | Momentum | Style investing | Fama-French model | Portfolio-Management | Portfolio selection | Australien | Australia | CAPM | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Theorie | Theory | Momentenmethode | Method of moments |
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