Partial moment momentum
Year of publication: |
2022
|
---|---|
Authors: | Gao, Yang ; Leung, Henry ; Satchell, Stephen |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 135.2022, p. 1-20
|
Subject: | Downside risk | Momentum | Partial moments | Portfolio performance | Theorie | Theory | Portfolio-Management | Portfolio selection | Momentenmethode | Method of moments | CAPM | Kapitaleinkommen | Capital income | Risiko | Risk | Aktienmarkt | Stock market |
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