Risk-managed 52-week high industry momentum, momentum crashes and hedging macroeconomic risk
Year of publication: |
July 2018
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Authors: | Grobys, Klaus |
Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 7, p. 1233-1247
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Subject: | Asset pricing | Momentum crash | Industry momentum | Optionality effect | 52-Week high industry momentum | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Aktienmarkt | Stock market | Hedging | Schätzung | Estimation |
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