The momentum effect : pricing paradox or new beta strategy
Tamara Teplova and Evgenya Mikova
| Year of publication: |
2017
|
|---|---|
| Authors: | Teplova, Tamara V. ; Mikova, Evgenya |
| Published in: |
Information efficiency and anomalies in Asian equity markets : theories and evidence. - London : Routledge Taylor & Francis Group, ISBN 978-1-138-19538-7. - 2017, p. 113-137
|
| Subject: | CAPM | Betafaktor | Beta risk | Portfolio-Management | Portfolio selection | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011928444