Recent evidence on the performance and riskiness of contrarian portfolios
Year of publication: |
2012
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Authors: | Galariotis, Emilios C. |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 18.2012, 7/8, p. 603-617
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Subject: | overreaction | contrarian | market timing | CAPM | Fama-French three factor model | French security exchange | Portfolio-Management | Portfolio selection | Frankreich | France | Kapitaleinkommen | Capital income |
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