Momentum of return predictability

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Bibliographische Detailangaben
Veröffentlicht in:Journal of empirical finance
1. Verfasser: Wang, Yudong (VerfasserIn)
Weitere Verfasser: Liu, Li (VerfasserIn), Ma, Feng (VerfasserIn), Diao, Xundi (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2018
Schlagworte:
Certainty equivalent return > Model switching > Portfolio exercise > Predictive regression > Return forecasting > Aufsatz in Zeitschrift
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