Idiosyncratic momentum factors: A path to improved risk-return trade-offs
Artículo
Acceso abierto
Artículo
DOAJ
The paper examines the risk and return characteristics of four distinct (idiosyncratic) momentum factors, as well as their time-varying exposures to common risk factors. The research demonstrates that applying more advan...
LCC TENDOkVjb25vbWljIHRoZW9yeS4gRGVtb2dyYXBoeQ~~Idioma eng
Acceso abiertoRuta libre sin proxy. Acceso recomendado cuando no hay suscripción activa.
Open Access