Idiosyncratic risk, long-term reversal, and momentum.

Idiosyncratic risk, long-term reversal, and momentum.

書目詳細資料
發表在:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
主要作者: McLean, R. David
格式: Article
語言:English
主題:
Arbitrage.
Risk management.
Rates of return.
Opportunity costs.
Regression analysis.