Showing 41 - 50 of 1,191,915
Persistent link: https://www.econbiz.de/10011774856
Persistent link: https://www.econbiz.de/10013171830
Persistent link: https://www.econbiz.de/10003778902
Persistent link: https://www.econbiz.de/10009374559
Persistent link: https://www.econbiz.de/10009774537
Persistent link: https://www.econbiz.de/10001595506
Persistent link: https://www.econbiz.de/10001496996
Persistent link: https://www.econbiz.de/10010496341
We construct a zero-net-worth uninformed "naive investor" who uses a random portfolio allocation strategy. We then compare the returns of the momentum strategist to the return distribution of naive investors. For this purpose we reward momentum profits relative to the return percentiles of the...
Persistent link: https://www.econbiz.de/10013134012
Persistent link: https://www.econbiz.de/10009740787