Combining value and momentum
Year of publication: |
2016
|
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Authors: | Fisher, Gregg ; Shah, Ronnie ; Titman, Sheridan |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 14.2016, 2, p. 33-48
|
Subject: | Value | momentum | transaction costs | portfolio construction | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Kapitalmarktrendite | Capital market returns | Kapitaleinkommen | Capital income | Theorie | Theory |
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