An evaluation of conditional multi-factor models in active asset allocation strategies: an empirical study for the German stock market
| Year of publication: |
2009
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|---|---|
| Authors: | Deetz, M. ; Poddig, T. ; Sidorovitch, I. ; Varmaz, A. |
| Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 23.2009, 3, p. 285-313
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| Publisher: |
Springer |
| Subject: | Conditional factor-models | Asset allocation | German stock market |
| Extent: | text/html |
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| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005048627