Tree-Based Conditional Portfolio Sorts: The Relation between Past and Future Stock Returns
Year: 2016
Type: preprint
Source: SSRN Electronic Journal
DOI: 10.2139/ssrn.2740751
Authors: Benjamin Moritz, Tom Zimmermann
Institutions: Ludwig-Maximilians-Universität München, University of Cologne
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W2291108100