
en-de
en-es
en-fr
en-sl
en
en-zh
0.25
0.5
0.75
1.25
1.5
1.75
2
Migration Motif: A Spatial-Temporal Pattern Mining Approach for Financial Markets
Published on 2009-09-144368 Views
A recent study by two prominent finance researchers, Fama and French, introduces a new framework for studying risk vs. return: the migration of stocks across size-value portfolio space. Given the fina