Multifactor models of momentum portfolios on the Warsaw Stock Exchange, 1999–2009
Multifactor models of momentum portfolios on the Warsaw Stock Exchange, 1999–2009
Author(s): Konrad Rotuski, Wojciech GrabowskiSubject(s): Economy
Published by: Uniwersytet Warszawski - Wydział Nauk Ekonomicznych
Summary/Abstract:
Journal: Ekonomia. Rynek, Gospodarka, Społeczeństwo
- Issue Year: 2009
- Issue No: 22
- Page Range: 163-168
- Page Count: 6
- Language: English