Optimal characteristic portfolios
Year of publication: |
2022
|
---|---|
Authors: | McGee, Richard J. ; Olmo, Jose |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 10, p. 1853-1870
|
Subject: | Anomalies | Momentum | Portfolio sorts | Size effect | Value effect | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | CAPM | Betriebsgröße | Firm size |
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