Yang Gao

University of Sydney Business School

Cnr. of Codrington and Rose Streets

Sydney, NSW 2006

Australia

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Scholarly Papers (1)

1.

Partial Moment Momentum

30th Australasian Finance and Banking Conference 2017
Number of pages: 50 Posted: 17 Aug 2017 Last Revised: 07 Dec 2017
University of Sydney Business School, University of Sydney Business School and University of Cambridge - Faculty of Economics and Politics
Downloads 184 (165,119)

Abstract:

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Downside risk, Momentum, Partial moments, Portfolio performance