Two centuries of price-return momentum
Year of publication: |
September/October 2016
|
---|---|
Authors: | Géczy, Christopher ; Samonov, Mikhail |
Published in: |
Financial analysts' journal : FAJ. - Philadelphia, PA : Taylor & Francis Group, ISSN 0015-198X, ZDB-ID 219409-0. - Vol. 72.2016, 5, p. 32-56
|
Subject: | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Welt | World | Portfolio-Management | Portfolio selection | Momentenmethode | Method of moments |
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