Narrow search
Showing 1 - 3 of 3
Cover Image
Time series momentum
Moskowitz, Tobias J.; Ooi, Yao Hua; Pedersen, Lasse Heje - In: Journal of financial economics 104 (2012) 2, pp. 228-250
Persistent link: https://www.econbiz.de/10009621174
Cover Image
Generalized recovery
Jensen, Christian Skov; Lando, David; Pedersen, Lasse Heje - In: Journal of financial economics 133 (2019) 1, pp. 154-174
Persistent link: https://www.econbiz.de/10012164075
Cover Image
Betting against correlation : testing theories of the low-risk effect
Asness, Cliff; Frazzini, Andrea; Gormsen, Niels; … - In: Journal of financial economics 135 (2020) 3, pp. 629-652
Persistent link: https://www.econbiz.de/10012543201