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A comprehensive appraisal of style-integration methods · Study

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ArticleA comprehensive appraisal of style-integration methods

Adrián Fernández-Pérez2019

Article2019

A comprehensive appraisal of style-integration methods

Adrián Fernández-Pérez · Ana-Marı́a Fuertes · Joëlle Miffre

31 citations·0/0 files stored·Journal of Banking & Finance

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Risk and Portfolio Optimization

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References

1993Common risk factors in the returns on stocks and bonds 1973Risk, Return, and Equilibrium: Empirical Tests 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1985Does the Stock Market Overreact?2003Liquidity Risk and Expected Stock Returns 2007Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?1987Further Evidence On Investor Overreaction and Stock Market Seasonality 2013Value and Momentum Everywhere

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Year2019

Typearticle

Published2019-05-23

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations31

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jbankfin.2019.05.016

openalex_workW2901639271

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