Can exchange traded funds be used to exploit industry and country momentum?
Laura Andreu; Laurens Swinkels; Liam Tjong-A-Tjoe
| Year of publication: |
2013
|
|---|---|
| Authors: | Andreu, Laura ; Swinkels, Laurens ; Tjong-A-Tjoe, Liam |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 27.2013, 2, p. 127-148
|
| Subject: | Alpha | Country momentum strategies | Exchange traded funds | Industry momentum strategies | Transactions costs | Portfolio-Management | Portfolio selection | Indexderivat | Index derivative | Transaktionskosten | Transaction costs | Investmentfonds | Investment Fund | Anlageverhalten | Behavioural finance | Welt | World | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| 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/10009754542