Revisiting the performance of the scaled momentum strategies
Year of publication: |
2022
|
---|---|
Authors: | Butt, Hilal Anwar ; Sadaqat, Mohsin ; Tahir, Muhammad |
Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1401, ZDB-ID 2589380-4. - Vol. 12.2022, 3, p. 519-539
|
Subject: | Investment horizon | Performance | Persistence | Scaled momentum strategies | Volatility | Volatilität | Kapitaleinkommen | Capital income | Skalenertrag | Returns to scale | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Momentenmethode | Method of moments | Börsenkurs | Share price |
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