The economic benefits of market timing the style allocation of characteristic-based portfolios
Year of publication: |
July 2016
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Authors: | Ardia, David ; Boudt, Kris ; Wauters, Marjan |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 37.2016, p. 38-62
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Subject: | Exchange traded funds | Factor models | Portfolio choice | Stock characteristics | Style investing | Portfolio-Management | Portfolio selection | Theorie | Theory | Investmentfonds | Investment Fund |
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