Mandelbrot market-model and momentum
Year of publication: |
July 2017
|
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Authors: | Berghorn, Wilhelm ; Otto, Sascha |
Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 8.2017, 3, p. 1-26
|
Subject: | efficient market hypothesis | momentum effect | fractal markets | trends | Effizienzmarkthypothese | Efficient market hypothesis | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market |
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