Conditional risk and performance evaluation : volatility timing, overconditioning, and new estimates of momentum alphas
Oliver Boguth; Murray Carlson; Adlai Fisher; Mikhail Simutin
| 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 187118-3. - Vol. 102.2011, 2, p. 363-389
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| Subject: | CAPM |
| 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/10009310762