Default probability anomalies in the momentum startegies
Nicholas Rueilin Lee, Jung-Fang Liu and Wei-Yu Lin
| Year of publication: |
2014
|
|---|---|
| Authors: | Lee, Nicholas Rueilin ; Liu, Jung-Fang ; Lin, Wei-Yu |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 21.2014, 16/18, p. 1206-1209
|
| Subject: | momentum | default probability | Merton options | anomalies | Kreditrisiko | Credit risk | Wahrscheinlichkeitsrechnung | Probability theory | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Insolvenz | Insolvency | 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/10010465679