Value and momentum strategies : returns from risk-controlled portfolios
Philip S. Russel; Karthik Sankaran
| Year of publication: |
2008
|
|---|---|
| Authors: | Russel, Philip S. ; Sankaran, Karthik |
| Published in: |
The journal of business and economic studies. - Newark, NJ : School of Management, New Jersey Institute of Technology, ISSN 1063-343X, ZDB-ID 1193519-4. - Vol. 14.2008, 2, p. 25-38
|
| Subject: | Arbitrage Pricing | Arbitrage pricing | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Investitionsrisiko | Investment risk |
| 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/10003791381