A Seasonality Factor in Asset Allocation
Year of publication: |
2019
|
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Authors: | McGroarty, Frank |
Other Persons: | Platanakis, Emmanouil (contributor) ; Sakkas, Athanasios (contributor) ; Urquhart, Andrew (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Saisonale Schwankungen | Seasonal variations | Theorie | Theory | Saisonkomponente | Seasonal component |
Extent: | 1 Online-Ressource (40 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 15, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3266285 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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