Idiosyncratic risk, long-term reversal, and momentum.

Idiosyncratic risk, long-term reversal, and momentum.

Библиографические подробности
Опубликовано в::Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Главный автор: McLean, R. David
Формат: Статья
Язык:English
Предметы:
Arbitrage.
Risk management.
Rates of return.
Opportunity costs.
Regression analysis.