Characteristic-Based returns : alpha or smart beta?
Soohun Kim, Robert A. Korajczyk and Andreas Neuhierl
| Year of publication: |
2022
|
|---|---|
| Authors: | Kim, Soohun ; Korajczyk, Robert A. ; Neuhierl, Andreas |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 20.2022, 1, p. 70-89
|
| Subject: | Arbitrage | characteristic-based model | smart beta | factor pricing | CAPM | Betafaktor | Beta risk | Kapitaleinkommen | Capital income | 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/10013173472