The analytics of momentum
Oh Kang Kwon, Stephen Satchell
| Year of publication: |
2019
|
|---|---|
| Authors: | Kwon, Oh Kang ; Satchell, Stephen |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 20.2019, 6, p. 433-441
|
| Subject: | Cross-sectional momentum | Time-series momentum | Relative strength | Cross-sectional volatility | Volatilität | Volatility | Kapitaleinkommen | Capital income | Momentenmethode | Method of moments | Zeitreihenanalyse | Time series analysis | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-019-00130-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012125379