Asymmetric extreme tails and prospective utility of momentum returns

✍ Scribed by Russell Gregory-Allen; Helen Lu; Philip Stork

• Book ID: 116423510
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 276 KB
• Volume: 117
• Category: Article
• ISSN: 0165-1765
• DOI: 10.1016/j.econlet.2012.05.040