Infrequent rebalancing, return autocorrelation, and seasonality
Year of publication: |
December 2016
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Authors: | Bogousslavsky, Vincent |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 71.2016, 6, p. 2967-3006
|
Subject: | Kapitalmarktrendite | Capital market returns | Portfolio-Management | Portfolio selection | Spekulation | Speculation | Kalendereffekt | Calendar effect | Dynamisches Gleichgewicht | Dynamic equilibrium | Theorie | Theory |
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