An evaluation of conditional multi-factor models in active asset allocation strategies : an empirical study for the German stock market
M. Deetz; T. Poddig; I. Sidorovitch; A. Varmaz
| Year of publication: |
2009
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|---|---|
| Authors: | Deetz, M. ; Poddig, Thorsten ; Sidorovitch, I. ; Varmaz, Armin |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 23.2009, 3, p. 285-313
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| Subject: | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | CAPM | Deutschland | Germany |
| Extent: | graph. Darst. |
|---|---|
| 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/10003889916