Idiosyncratic risk, long-term reversal, and momentum.

Détails bibliographiques
Publié dans:	Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Auteur principal:	McLean, R. David
Format:	Article
Langue:	English
Sujets:	Arbitrage. Risk management. Rates of return. Opportunity costs. Regression analysis.