//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"USA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Factor Momentum
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
USA
Theorie
46
Theory
46
Portfolio selection
42
Portfolio-Management
42
Capital income
33
Kapitaleinkommen
33
CAPM
28
Anlageverhalten
25
Behavioural finance
25
Capital market returns
24
Kapitalmarktrendite
24
Estimation
22
Schätzung
22
Börsenkurs
15
Share price
15
Risiko
13
Risk
13
United States
13
Welt
13
World
13
Performance measurement
10
Performance-Messung
10
Risikoprämie
10
Risk premium
10
Financial economics
9
Kapitalmarkttheorie
9
Forecasting model
8
Gewinn
8
Profit
8
Prognoseverfahren
8
Aktienindex
7
Autocorrelation
7
Autokorrelation
7
Stock index
7
Anlageberatung
6
Financial advisors
6
Investment Fund
6
Investmentfonds
6
Risikomanagement
6
more ...
less ...
Online availability
All
Free
4
Undetermined
4
Type of publication
All
Article
8
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
13
Author
All
Linnainmaa, Juhani
7
Arnott, Rob
5
Kalesnik, Vitali
4
Roberts, Michael R.
3
Hsu, Jason C.
2
Keloharju, Matti
2
Nyberg, Peter
2
Chow, Tzee-man
1
Gerakos, Joseph
1
Hsu, Jason
1
Kose, Engin
1
Li, Feifei
1
Little, Bryce
1
Morse, Adair
1
Mulligan, Casey B.
1
Sherrerd, Katrina F.
1
Tindall, Phil
1
more ...
less ...
Institution
All
National Bureau of Economic Research
1
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
3
The journal of portfolio management : a publication of Institutional Investor
2
The review of financial studies
2
Advances in futures and options research : a research annual
1
Factor investing : from traditional to alternative risk premia
1
Financial analysts' journal : FAJ
1
NBER working paper series
1
The journal of finance : the journal of the American Finance Association
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Factor momentum
Arnott, Rob
;
Kalesnik, Vitali
;
Linnainmaa, Juhani
- In:
The review of financial studies
36
(
2023
)
8
,
pp. 3034-3070
Persistent link: https://www.econbiz.de/10014320784
Saved in:
2
The surprising alpha from Malkiel's monkey and upside-down strategies
Arnott, Rob
;
Hsu, Jason C.
;
Kalesnik, Vitali
;
Tindall, Phil
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
4
,
pp. 91-105
Persistent link: https://www.econbiz.de/10009785983
Saved in:
3
Structural inefficiencies in municipal bond futures
Arnott, Rob
- In:
Advances in futures and options research : a research annual
2
(
1987
),
pp. 313-319
Persistent link: https://www.econbiz.de/10001081764
Saved in:
4
A survey of alternative equity index strategies
Chow, Tzee-man
;
Hsu, Jason
;
Kalesnik, Vitali
;
Little, Bryce
- In:
Financial analysts' journal : FAJ
67
(
2011
)
5
,
pp. 37-57
Persistent link: https://www.econbiz.de/10009377248
Saved in:
5
Investment and profitability : a quality factor that actually works
Hsu, Jason C.
;
Kalesnik, Vitali
;
Kose, Engin
- In:
Factor investing : from traditional to alternative risk …
,
(pp. 181-206)
.
2017
Persistent link: https://www.econbiz.de/10011795568
Saved in:
6
Common factors in return seasonalities
Keloharju, Matti
;
Linnainmaa, Juhani
;
Nyberg, Peter
-
2014
Persistent link: https://www.econbiz.de/10010481189
Saved in:
7
The history of the cross-section of stock returns
Linnainmaa, Juhani
;
Roberts, Michael R.
- In:
The review of financial studies
31
(
2018
)
7
,
pp. 2606-2649
Persistent link: https://www.econbiz.de/10011927146
Saved in:
8
Asset managers : institutional performance and smart betas
Gerakos, Joseph
;
Linnainmaa, Juhani
;
Morse, Adair
-
2016
Persistent link: https://www.econbiz.de/10011609164
Saved in:
9
The history of the cross section of stock returns
Linnainmaa, Juhani
;
Roberts, Michael R.
-
2016
Persistent link: https://www.econbiz.de/10011581450
Saved in:
10
Return seasonalities
Keloharju, Matti
;
Linnainmaa, Juhani
;
Nyberg, Peter
- In:
The journal of finance : the journal of the American …
71
(
2016
)
4
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10011588923
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->