Portfolios of value and momentum: disappointment aversion and non-normalities (Q5092642)
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scientific article; zbMATH DE number 7562208
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolios of value and momentum: disappointment aversion and non-normalities |
scientific article; zbMATH DE number 7562208 |
Statements
Portfolios of value and momentum: disappointment aversion and non-normalities (English)
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22 July 2022
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value
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momentum
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disappointment aversion
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copula
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portfolio choices
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