Breaking bad trends
Christian L. Goulding, Campbell R. Harvey, and Michele G. Mazzoleni
| Year of publication: |
2024
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|---|---|
| Authors: | Goulding, Christian L. ; Harvey, Campbell R. ; Mazzoleni, Michele G. |
| Published in: |
Financial analysts journal : FAJ. - [Abingdon] : Routledge, Taylor and Francis Group, ISSN 1938-3312, ZDB-ID 2066328-6. - Vol. 80.2024, 1, p. 84-98
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| Subject: | Asset pricing | behavioral finance | market timing | mean reversion | momentum speed | time-series momentum | trend following | turning points | volatility timing | Anlageverhalten | Behavioural finance | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Mean Reversion | Mean reversion | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Zeit | Time | Kapitaleinkommen | Capital income | CAPM | Finanzanalyse | Financial analysis | Welt | World | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/0015198X.2023.2270084 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014576152