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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
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