Time-varying risk premia and the returns to buying winners and selling losers : caveat emptor et venditor
Year of publication: |
1996
|
---|---|
Authors: | Karolyi, G. Andrew ; Kho, Bong-Chan |
Publisher: |
[Columbus] |
Subject: | Finanzanalyse | Financial analysis | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Theorie | Theory |
-
Schröder, David, (2008)
-
Forecasting the equity risk premium : the role of technical indicators
Neely, Christopher J., (2014)
-
Dissecting the bond profitability premium
Campbell, T. Colin, (2016)
- More ...
-
What factors drive global stock returns?
Hou, Kewei, (2006)
-
Momentum strategies : some bootstrap tests
Karolyi, G. Andrew, (2004)
-
Momentum strategies : some bootstrap tests
Karolyi, G. Andrew, (2003)
- More ...