Risk-managed time-series momentum : an emerging economy experience
Year of publication: |
2022
|
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Authors: | Simarjeet Singh ; Walia, Nidhi ; Bekiros, Stelios ; Gupta, Arushi ; Kumar, Jigyasu ; Mishra, Amar Kumar |
Published in: |
Journal of economics, finance & administrative science. - Bingley : Emerald Publishing Limited, ISSN 2218-0648, ZDB-ID 2538461-2. - Vol. 27.2022, 54, p. 328-343
|
Subject: | Time-series momentum | Risk-managed time-series momentum | Indian stock market | Zeitreihenanalyse | Time series analysis | Indien | India | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Momentenmethode | Method of moments | Anlageverhalten | Behavioural finance |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1108/JEFAS-08-2021-0159 [DOI] hdl:10419/289667 [Handle] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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