Hedging the time-varying risk exposures of momentum returns
Martin Martensa; Arco van Oord
| Year of publication: |
2014
|
|---|---|
| Authors: | Martens, Martin ; Oord, Arco van |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 28.2014, p. 78-89
|
| Subject: | Momentum | Hedging | Conditional factor model | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Schätzung | Estimation | CAPM | Volatilität | Volatility |
| 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/10011284506