Style investing, momentum, and co-movement
Chunchi Wu and Xinyuan Tao
| Year of publication: |
2024
|
|---|---|
| Authors: | Wu, Chunchi ; Tao, Xinyuan |
| Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2. - New Jersey : World Scientific, ISBN 978-981-12-6323-1. - 2024, p. 1735-1753
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| Subject: | Style investing | Co-movement | Style momentum | Behavioral biases | Rating recalibration | Return predictability | Systematic risk | Asset pricing | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | CAPM | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Theorie | Theory | Schätzung | Estimation | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811269943_0054 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015046864