Short-Term Momentum and Long-Term Reversal of Returns under Limited Enforceability and Belief Heterogeneity
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- Beker, Pablo & Emilio ESPINO, 2015. "Short-Term Momentum and Long-Term Reversal of Returns under Limited Enforceability and Belief Heterogeneity," CRETA Online Discussion Paper Series 11, Centre for Research in Economic Theory and its Applications CRETA.
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- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018.
"Momentum and Reversal in Financial Markets with Persistent Heterogeneity,"
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KeywordsAnomalies ; Limited Enforceability ; Constrained Pareto Optimality ; Recursive Methods;
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