The stability and downside risk to contrarian profits : evidence from the S&P 500
Year of publication: |
2023
|
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Authors: | Forbes, William ; Kiselev, Egor ; Skerratt, Len |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 1, p. 733-750
|
Subject: | asset pricing benchmarks | contrarian profits | fast and frugal | market efficiency | S&P 500 | Effizienzmarkthypothese | Efficient market hypothesis | Portfolio-Management | Portfolio selection | Rentabilität | Profitability | CAPM | Benchmarking | Gewinn | Profit | Börsenkurs | Share price |
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