Analyzing the performance of multifactor investment strategies under a multiple testing framework
Kendro Vincent, Yu-Chin Hsu, and Hsiou-Wei Lin
| Year of publication: |
2018
|
|---|---|
| Authors: | Vincent, Kendro ; Hsu, Yu-Chin ; Lin, Hsiou-Wei |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 44.2018, 4, p. 113-126
|
| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection |
| 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/10011878361