Is momentum due to data-snooping?
Year of publication: |
2007
|
---|---|
Authors: | Parmler, Johan ; González, Andrés |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 13.2007, 3/4, p. 301-318
|
Subject: | Portfolio-Management | Portfolio selection | Wertpapierhandel | Securities trading | Strategie | Strategy | Momentenmethode | Method of moments | Kapitaleinkommen | Capital income | Benchmarking | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory |
-
Momentum strategies and reward risk stock selection criteria
Jašić, Teo, (2006)
-
Momentum strategies based on reward-risk stock selection criteria
Račev, Svetlozar T., (2007)
-
Momentum in Government-Bond Markets
Luu, Bac Van, (2012)
- More ...
-
Is Momentum Due to Data-snooping?
Parmler, Johan, (2007)
-
Is Momentum Due to Data-snooping?
Parmler, Johan, (2007)
-
Eklof, Jan, (2017)
- More ...