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Publikováno v:
SSRN Electronic Journal.
Carry, Value and Momentum factors are said "to be everywhere" according to a growing body of research. As such they may be the most robust styles across asset classes and history. In this research paper, we look forward to clearing up the following q
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::130c9980b992f360c647acf79192417a
https://doi.org/10.2139/ssrn.3444208
https://doi.org/10.2139/ssrn.3444208
