The distribution of cross sectional momentum returns
Oh Kang Kwon, Stephen Satchell
| Year of publication: |
2018
|
|---|---|
| Authors: | Kwon, Oh Kang ; Satchell, Stephen |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 94.2018, p. 225-241
|
| Subject: | Cross sectional momentum | Moments | Return distribution | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Portfolio-Management | Portfolio selection | Momentenmethode | Method of moments | CAPM | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2018.06.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012004391