Showing 1 - 2 of 2
Persistent link: https://www.econbiz.de/10012125379
In Kwon and Satchell (2018), a theoretical framework was introduced to investigate the distributional properties of the cross-sectional momentum returns under the assumption that the vector of asset returns over the ranking and holding periods were multivariate normal. In this paper, the...
Persistent link: https://www.econbiz.de/10012173937