Predicting premiums for the market, size, value, and momentum factors
Year of publication: |
2009
|
---|---|
Authors: | Steiner, Michael |
Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 23.2009, 2, p. 137-155
|
Publisher: |
Springer |
Subject: | Predictability | Data mining | Stock market | Size | Value | Momentum |
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