Overlapping Momentum Portfolios
Year of publication: |
2020
|
---|---|
Authors: | Blanco, Iván |
Other Persons: | De Jesus, Miguel (contributor) ; Remesal, Alvaro (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Momentenmethode | Method of moments | Theorie | Theory |
Extent: | 1 Online-Ressource (60 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 12, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3553765 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Liu, Laura Xiaolei, (2011)
-
Liu, Laura Xiaolei, (2012)
-
Min, Byoung-Kyu, (2019)
- More ...
-
Overlapping momentum portfolios
Blanco, Ivan, (2023)
-
Climate Risk, Institutional Investors, and the Information Content of Stock Prices
Blanco, Iván, (2022)
-
The Domestic Transmission of International Shocks : Evidence from US and Mexican Mutual Funds
De Jesus, Miguel, (2018)
- More ...