Cite
Portfolios of value and momentum: disappointment aversion and non-normalities.
MLA
Lalancette, Simon, and Jean-Guy Simonato. “Portfolios of Value and Momentum: Disappointment Aversion and Non-Normalities.” Quantitative Finance, vol. 22, no. 7, July 2022, pp. 1247–63. EBSCOhost, https://doi.org/10.1080/14697688.2022.2040742.
APA
Lalancette, S., & Simonato, J.-G. (2022). Portfolios of value and momentum: disappointment aversion and non-normalities. Quantitative Finance, 22(7), 1247–1263. https://doi.org/10.1080/14697688.2022.2040742
Chicago
Lalancette, Simon, and Jean-Guy Simonato. 2022. “Portfolios of Value and Momentum: Disappointment Aversion and Non-Normalities.” Quantitative Finance 22 (7): 1247–63. doi:10.1080/14697688.2022.2040742.