A four-factor model based on factor momentum
Mengqi Cui, Daye Li
| Year of publication: |
2024
|
|---|---|
| Authors: | Cui, Mengqi ; Li, Daye |
| Subject: | Factor momentum | Multi-factor model | Momentum effect | Asset pricing | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | CAPM | Faktorenanalyse | Factor analysis | Kapitaleinkommen | Capital income | Momentenmethode | Method of moments | Theorie | Theory | Wertpapierhandel | Securities trading |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2024.102511 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015098465