Asymmetric extreme tails and prospective utility of momentum returns (Q1925906)
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scientific article; zbMATH DE number 6118405
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| default for all languages | No label defined |
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| English | Asymmetric extreme tails and prospective utility of momentum returns |
scientific article; zbMATH DE number 6118405 |
Statements
Asymmetric extreme tails and prospective utility of momentum returns (English)
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27 December 2012
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extreme value theory
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asymmetric tails
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prospective utility
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0.7227594256401062
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0.704473078250885
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0.7001627087593079
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0.6932953000068665
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0.6916376948356628
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