Cite
HARVARD Citation
Page, D. et al. (2019). Can non-momentum factor premiums explain the momentum anomaly on the JSE? An in-depth portfolio attribution analysis. Investment analysts journal. 48 (1), pp. 1-17. [Online].
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Page, D. et al. (2019). Can non-momentum factor premiums explain the momentum anomaly on the JSE? An in-depth portfolio attribution analysis. Investment analysts journal. 48 (1), pp. 1-17. [Online].