Reward-risk momentum strategies using classical tempered...

Journal of Banking & Finance 2015 / 09 Vol. 58

Reward-risk momentum strategies using classical tempered stable distribution

Choi, Jaehyung, Kim, Young Shin, Mitov, Ivan
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Volume:
58
Language:
english
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2015.05.002
Date:
September, 2015
File:
PDF, 607 KB
english, 2015
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