Improving momentum returns using generalized linear models
Hui Zeng, Ben R. Marshall, Nhut H. Nguyen, Nuttawat Visaltanachoti
| Year of publication: |
2025
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|---|---|
| Authors: | Zeng, Hui ; Marshall, Ben R. ; Nguyen, Nhut ; Visaltanachoti, Nuttawat |
| Published in: |
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1468-2443, ZDB-ID 2034475-2. - Vol. 25.2025, 2, Art.-No. e70014, p. 1-35
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| Subject: | enduring momentum probability | firm characteristics | momentum | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Momentenmethode | Method of moments | Finanzanalyse | Financial analysis | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/irfi.70014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015374825