Idiosyncratic risk, long-term reversal, and momentum.

Idiosyncratic risk, long-term reversal, and momentum.

書誌詳細
出版年:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
第一著者: McLean, R. David
フォーマット: 論文
言語:English
主題:
Arbitrage.
Risk management.
Rates of return.
Opportunity costs.
Regression analysis.