Taming momentum crashes
Daniele Bianchi, Andrea De Polis and Ivan Petrella
| Year of publication: |
29 April 2024
|
|---|---|
| Authors: | Bianchi, Daniele ; De Polis, Andrea ; Petrella, Ivan |
| Publisher: |
London : Centre for Economic Policy Research |
| Subject: | Time-varying skewness | Momentum investing | Risk-return trade-off | Asset pricing | Kapitaleinkommen | Capital income | CAPM | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market | Volatilität | Volatility | Welt | World | Risikoprämie | Risk premium | Börsenkurs | Share price |
Online Resource
| Extent: | 1 Online-Ressource (circa 76 Seiten) Illustrationen |
|---|---|
| Series: | Discussion papers / CEPR. - London : CEPR, ZDB-ID 2001019-9. - Vol. DP19030 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014529581