An efficient equity investing model using smart beta based on market phase information
Rei Yamamoto
| Year of publication: |
2021
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|---|---|
| Authors: | Yamamoto, Rei |
| Published in: |
International journal of portfolio analysis and management : IJPAM. - Genéve [u.a.] : Inderscience Enterprises, ISSN 2048-237X, ZDB-ID 2663998-1. - Vol. 2.2021, 3, p. 224-237
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| Subject: | asset management | smart beta | factor investing | portfolio optimisation | conditional mean-absolute deviation model | market phase information | Portfolio-Management | Portfolio selection | Betafaktor | Beta risk | CAPM | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJPAM.2021.115631 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012595946