Risk-managed industry momentum and momentum crashes (Q4619515)
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scientific article; zbMATH DE number 7013636
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-managed industry momentum and momentum crashes |
scientific article; zbMATH DE number 7013636 |
Statements
Risk-managed industry momentum and momentum crashes (English)
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6 February 2019
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asset pricing momentum crash
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industry momentum
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optionality effect
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