An examination of linear factor models in country equity asset allocation strategies
Year of publication: |
2005
|
---|---|
Authors: | Fletcher, Jonathan ; Hillier, Joe |
Published in: |
The Quarterly Review of Economics and Finance. - Elsevier, ISSN 1062-9769. - Vol. 45.2005, 4-5, p. 808-823
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Fletcher, Jonathan, (2001)
-
An examination of the economic significance of stock return predictability in UK stock returns
Fletcher, Jonathan, (2002)
-
On the usefulness of linear factor models in predicting expected returns in mean-variance analysis
Fletcher, Jonathan, (2002)
- More ...