Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas
| Year of publication: |
2011
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|---|---|
| Authors: | Boguth, Oliver ; Carlson, Murray ; Fisher, Adlai ; Simutin, Mikhail |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 102.2011, 2, p. 363-390
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