Portfolios of value and momentum : disappointment aversion and non-normalities
Simon Lalancette and Jean-Guy Simonato
| Year of publication: |
2022
|
|---|---|
| Authors: | Lalancette, Simon ; Simonato, Jean-Guy |
| Subject: | Copula | Disappointment aversion | Momentum | Portfolio choices | Value | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Theorie | Theory | Risikoaversion | Risk aversion | Multivariate Verteilung | Multivariate distribution |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2022.2040742 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013367897