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1 Ergebnisse
1
Can non-momentum factor premiums explain the momentum anoma..:
Page, Daniel
;
Auret, Christo
Investment Analysts Journal. 48 (2018) 1 - p. 1-17 , 2018
Link:
https://doi.org/10.1080/10293523.2018.1483792
RT Journal T1
Can non-momentum factor premiums explain the momentum anomaly on the JSE? An in-depth portfolio attribution analysis
UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_10293523.2018.1483792&Exemplar=1&LAN=DE A1 Page, Daniel A1 Auret, Christo PB Informa UK Limited YR 2018 SN 1029-3523 SN 2077-0227 JF Investment Analysts Journal VO 48 IS 1 SP 1 OP 17 LK http://dx.doi.org/https://doi.org/10.1080/10293523.2018.1483792 DO https://doi.org/10.1080/10293523.2018.1483792 SF ELIB - SuUB Bremen
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