Open AccessA risk-sensitive momentum approach to stock selection
Author(s) -
Tina Kalayil,
Somya Tyagi,
Mahfuza Khatun,
Sikandar Siddiqui
Publication year - 2019
Publication title -
economic annals/ekonomski anali
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.148
H-Index - 12
eISSN - 1820-7375
pISSN - 0013-3264
DOI - 10.2298/eka1920061k
Subject(s) - econometrics , stock (firearms) , economics , smoothing , momentum (technical analysis) , financial economics , stock price , series (stratigraphy) , computer science , mathematics , statistics , geography , geology , paleontology , archaeology