Risk-managed 52-week high industry momentum, momentum crashes and hedging macroeconomic risk (Q4554492)
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scientific article; zbMATH DE number 6979521
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Risk-managed 52-week high industry momentum, momentum crashes and hedging macroeconomic risk |
scientific article; zbMATH DE number 6979521 |
Statements
Risk-managed 52-week high industry momentum, momentum crashes and hedging macroeconomic risk (English)
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14 November 2018
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asset pricing
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momentum crash
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industry momentum
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optionality effect
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52-week high industry momentum
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0.8180452585220337
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0.7273853421211243
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0.6931220889091492
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0.6480931043624878
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0.6479430794715881
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