Idiosyncratic risk, long-term reversal, and momentum.

Idiosyncratic risk, long-term reversal, and momentum.

ग्रंथसूची विवरण
में प्रकाशित:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
मुख्य लेखक: McLean, R. David
स्वरूप: लेख
भाषा:English
विषय:
Arbitrage.
Risk management.
Rates of return.
Opportunity costs.
Regression analysis.