Relative strength over investment horizons and stock returns
Zhaobo Zhu, Xinrui Duan, and Jun Tu
| Year of publication: |
2019
|
|---|---|
| Authors: | Zhu, Zhaobo ; Duan, Xinrui ; Tu, Jun |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 46.2019, 1, p. 91-105
|
| Subject: | Analysis of individual factors/risk premia | factor-based models | style investing | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jpm.2019.1.111 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012433122