A filtering strategy for improving charateristics-based portfolios
Sangwon Suh
| Year of publication: |
2021
|
|---|---|
| Authors: | Suh, Sangwon |
| Published in: |
Journal of economic development. - Seoul, Korea : [Verlag nicht ermittelbar], ISSN 0254-8372, ZDB-ID 872015-0. - Vol. 46.2021, 2, p. 119-153
|
| Subject: | Firm Characteristics | Market Anomaly | Sorting | Filtered Sorting | Portfolio-Management | Portfolio selection | Theorie | Theory | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012608372