The Changing Beta of Value and Momentum Stocks

被引：0
|
作者：
Au, Andrea S. [1 ]
Shapiro, Robert [2 ]
机构：
[1] State St Bank, Investment Risk Management Grp, Boston, MA 02206 USA
[2] State St, Global Advisors Alternat Investments Grp, Boston, MA USA
来源：
JOURNAL OF INVESTING | 2010年 / 19卷 / 01期
关键词：
D O I：
10.3905/JOI.2010.19.1.025
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：25 / 31
页数：7
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