Augmented risk models to mitigate factor alignment problems
Anureet Saxena and Robert A. Stubbs
| Year of publication: |
2015
|
|---|---|
| Authors: | Saxena, Anureet ; Stubbs, Robert A. |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 13.2015, 3, p. 57-79
|
| Subject: | Factor models | factor alignment problems (FAP) | mean variance optimization (MVO) | Theorie | Theory | Portfolio-Management | Portfolio selection | Faktorenanalyse | Factor analysis |
| 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/10011635344