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Quantile momentum - MaRDI portal

Quantile momentum (Q660056)

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scientific article; zbMATH DE number 6000087
Language Label Description Also known as
English
Quantile momentum
scientific article; zbMATH DE number 6000087

    Statements

    title
    Quantile momentum (English)
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    author
    Yongchang Feng
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    Rong Chen
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    publication date
    25 January 2012
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    zbMATH Keywords
    momentum strategies
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    beta-sensitive portfolio
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    Sharpe ratio
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    quantile momentum
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    price inefficiency
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    Identifiers

    zbMATH DE Number
    6000087
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    OpenAlex ID
    W4252066570
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