Method for choosing appropriate investment periods to make arbitrage profit and explain stock returns
The current paper presents theoretical and experimental evidence to justify the need for payingattention to the investment horizon. Therefore, a criterion called the ‘Safest Investment Horizon’(SIH) is utilized to select the appropriate investment horizon. To compute this quantity, a ratio calledthe...
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| Format: | Article |
| Language: | English |
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University in Belgrade
2022-11-01
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| Series: | Serbian Journal of Management |
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| Online Access: | https://aseestant.ceon.rs/index.php/sjm/article/view/33561/21635 |