Momentum profit fluctuations in seasonal conditions due to default probability
Nicholas Rueilin Lee; Jung Fang Liu; Yih-Bey Lin and Weiyu Lin
| Year of publication: |
2014
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|---|---|
| Authors: | Lee, Nicholas Rueilin ; Liu, Jung Fang ; Lin, Yih-Bey ; Lin, Weiyu |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 13.2014, 6, p. 715-722
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| Subject: | Momentum | Default probability | Merton options | Seasonal conditions | Saisonale Schwankungen | Seasonal variations | Kreditrisiko | Credit risk | Wahrscheinlichkeitsrechnung | Probability theory | Kapitaleinkommen | Capital income | Insolvenz | Insolvency | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis |
| 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/10010520042