The unexplainable nature of momentum portfolio returns
Year of publication: |
2014
|
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Authors: | Moore, David J. ; Philippatos, George C. |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 4.2014, 3, p. 135-147
|
Subject: | Momentum | Productivity | Macroeconomic | CAPM | Asset Pricing | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Schätzung | Estimation |
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