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~isPartOf:"Journal of financial economics"
~person:"Guidolin, Massimo"
~person:"Kraft, Holger"
~person:"Moskowitz, Tobias J."
~person:"Scaillet, Olivier"
~person:"Stoja, Evarist"
~subject:"Estimation"
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Guidolin, Massimo
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Understanding momentum and reversal
Kelly, Bryan T.
;
Moskowitz, Tobias J.
;
Pruitt, Seth
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 726-743
Persistent link: https://www.econbiz.de/10013259592
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Is it alpha or beta? : decomposing hedge fund returns when models are misspecified
Ardia, David
;
Barras, Laurent
;
Gagliardini, Patrick
; …
- In:
Journal of financial economics
154
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015072088
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