Predicting equity returns in emerging markets
Year of publication: |
2021
|
---|---|
Authors: | Atilgan, Yigit ; Demirtas, K. Ozgur ; Günaydin, A. Doruk |
Subject: | emerging markets | anomalies | cross-section of equity returns | momentum | Tail risk | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | CAPM | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Prognoseverfahren | Forecasting model |
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