An examination of linear factor models in country equity asset allocation strategies
Jonathan Fletcher, Joe Hillier
| Year of publication: |
2005
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|---|---|
| Authors: | Fletcher, Jonathan ; Hillier, Joe |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 45.2005, 4/5, p. 808-823
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| Subject: | Internationaler Finanzmarkt | International financial market | CAPM | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Risikoaversion | Risk aversion | Industrieländer | Industrialized countries | USA | United States | 1980-2000 |
| 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/10003099304