Alpha signals, smart betas, and factor model alignment
Terry Marsh and Paul Pfleiderer
| Year of publication: |
2016
|
|---|---|
| Authors: | Marsh, Terry Alan ; Pfleiderer, Paul |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 42.2016, 5, spec. iss., p. 51-66
|
| Subject: | Betafaktor | Beta risk | Portfolio-Management | Portfolio selection | CAPM | Faktorenanalyse | Factor analysis | Signalling | Theorie | Theory |
| 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/10011686687