Alpha construction in a consistent investment process
Year of publication: |
[2017]
|
---|---|
Authors: | Ceria, Sebastián ; Sivaramakrishnan, Kartik ; Stubbs, Robert A. |
Published in: |
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor. - Switzerland : Springer, ISBN 978-3-319-33974-0. - 2017, p. 257-274
|
Subject: | Anlageverhalten | Behavioural finance | Kapitalmarktrendite | Capital market returns | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Welt | World |
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