International momentum strategies: A stochastic dominance approach

International momentum strategies: A stochastic dominance approach

10.1016/j.finmar.2004.08.001

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Bibliographic Details
Main Authors: Fong, W.M., Wong, W.K., Lean, H.H.
Other Authors: FINANCE & ACCOUNTING
Format: Article
Published: 2013
Subjects:
Momentum
Stochastic dominance
Utility analysis
Online Access:http://scholarbank.nus.edu.sg/handle/10635/44472
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Institution: National University of Singapore
id sg-nus-scholar.10635-44472
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spelling sg-nus-scholar.10635-444722023-10-26T09:50:36Z International momentum strategies: A stochastic dominance approach Fong, W.M. Wong, W.K. Lean, H.H. FINANCE & ACCOUNTING Momentum Stochastic dominance Utility analysis 10.1016/j.finmar.2004.08.001 Journal of Financial Markets 8 1 89-109 2013-10-09T08:21:34Z 2013-10-09T08:21:34Z 2005 Article Fong, W.M., Wong, W.K., Lean, H.H. (2005). International momentum strategies: A stochastic dominance approach. Journal of Financial Markets 8 (1) : 89-109. ScholarBank@NUS Repository. https://doi.org/10.1016/j.finmar.2004.08.001 13864181 http://scholarbank.nus.edu.sg/handle/10635/44472 000226884700004 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Momentum
Stochastic dominance
Utility analysis
spellingShingle Momentum
Stochastic dominance
Utility analysis
Fong, W.M.
Wong, W.K.
Lean, H.H.
International momentum strategies: A stochastic dominance approach
description 10.1016/j.finmar.2004.08.001
author2 FINANCE & ACCOUNTING
author_facet FINANCE & ACCOUNTING
Fong, W.M.
Wong, W.K.
Lean, H.H.
format Article
author Fong, W.M.
Wong, W.K.
Lean, H.H.
author_sort Fong, W.M.
title International momentum strategies: A stochastic dominance approach
title_short International momentum strategies: A stochastic dominance approach
title_full International momentum strategies: A stochastic dominance approach
title_fullStr International momentum strategies: A stochastic dominance approach
title_full_unstemmed International momentum strategies: A stochastic dominance approach
title_sort international momentum strategies: a stochastic dominance approach
publishDate 2013
url http://scholarbank.nus.edu.sg/handle/10635/44472
_version_ 1781411309879820288

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