Idiosyncratic risk, long-term reversal, and momentum.

Idiosyncratic risk, long-term reversal, and momentum.

Podrobná bibliografie
Vydáno v:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Hlavní autor: McLean, R. David
Médium: Článek
Jazyk:English
Témata:
Arbitrage.
Risk management.
Rates of return.
Opportunity costs.
Regression analysis.