Aligning factor attribution with latent exposures
Sanne De Boer, Vishv Jeet
| Year of publication: |
December 2016
|
|---|---|
| Authors: | Boer, Sanne de ; Jeet, Vishv |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 17.2016, 7, p. 502-525
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| Subject: | factor alignment problems | factor attribution | constraint attribution | restricted least squares | portfolio optimization | custom risk models | Portfolio-Management | Portfolio selection | Theorie | Theory | Faktorenanalyse | Factor analysis | Konsumentenverhalten | Consumer behaviour | Performance-Messung | Performance measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-016-0001-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011648212