Behavioral investment strategy matters : a statistical arbitrage approach
David S. Sun, Shih-Chuan Tsai, and Wei Wang
| Year of publication: |
2013
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| Authors: | Sun, David S. ; Tsai, Shih-chuan ; Wang, Wei |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 49.2013, Suppl.3, p. 47-61
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| Subject: | disposition effect | market state | momentum strategy | statistical arbitrage | Anlageverhalten | Behavioural finance | Arbitrage | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitaleinkommen | Capital income | Arbitrage Pricing | Arbitrage pricing | Wertpapierhandel | Securities trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010204877