Beyond Fama-French Factors: Alpha from Short-Term Signals

Title:: Beyond Fama-French Factors: Alpha from Short-Term Signals
Document type:: Zeitschriftenaufsatz
Author(s):: Blitz, David; Hanauer, Matthias X.; Honarvar, Iman; Huisman, Rob; van Vliet, Pim
Non-TUM Co-author(s):: ja
Cooperation:: international
Intellectual Contribution:: Discipline-based Research
Journal title:: Financial Analysts Journal
Journal listet in FT50 ranking:: nein
Year:: 2023
Pages contribution:: 1-22
Fulltext / DOI:: doi:10.1080/0015198x.2023.2173492
Publisher:: Informa UK Limited
E-ISSN:: 0015-198X1938-3312
Date of publication:: 13.04.2023
Judgement review:: 0
Key publication:: Ja
Peer reviewed:: Ja
Commissioned:: not commissioned
Technology:: Nein
Interdisciplinarity:: Nein
Mission statement:: ;
Ethics and Sustainability:: Nein
BibTeX