The distribution of cross sectional momentum returns when underlying asset returns are student’s t distributed
Year of publication: |
2020
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Authors: | Kwon, Oh Kang ; Satchell, Stephen |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 13.2020, 2/27, p. 1-19
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Subject: | cross sectional momentum | investment strategy | student’s t distribution | Kapitaleinkommen | Capital income | Studierende | Students | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns | Bildungsertrag | Returns to education |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm13020027 [DOI] hdl:10419/239116 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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