Can non-momentum factor premiums explain the momentum anomaly on the JSE? An in-depth portfolio attribution analysis

Daniel Page, Christo Auret
  • Investment Analysts Journal, June 2018, Taylor & Francis
  • DOI: 10.1080/10293523.2018.1483792

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http://dx.doi.org/10.1080/10293523.2018.1483792

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