Tail Risk in Momentum Strategy Returns
Year of publication: |
2015
|
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Authors: | Daniel, Kent D. |
Other Persons: | Jagannathan, Ravi (contributor) ; Kim, Soohun (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Risiko | Risk | Volatilität | Volatility | Börsenkurs | Share price | Wertpapierhandel | Securities trading | CAPM | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (35 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 1, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2076622 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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