A look under the hood of momentum funds

DOI10.1016/J.ECONLET.2022.110654zbMATH Open1494.91130OpenAlexW4281678108MaRDI QIDQ2159827

Ayelen Banegas, Carlo Rosa

Publication date: 2 August 2022

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2022.110654

zbMATH Keywords

momentummutual fundsFama-French factors

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

• Common risk factors in the returns on stocks and bonds

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