Characteristic-sorted portfolios and macroeconomic risks : an orthogonal decomposition
Year of publication: |
2022
|
---|---|
Authors: | Adcock, Christopher ; Bessler, Wolfgang ; Conlon, Thomas |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 65.2022, p. 24-50
|
Subject: | Characteristic-sorted portfolios | Macroeconomic fundamentals | Variance decomposition | Portfolio-Management | Portfolio selection | Dekompositionsverfahren | Decomposition method | Theorie | Theory | Schätzung | Estimation | Volatilität | Volatility | Varianzanalyse | Analysis of variance | Wirkungsanalyse | Impact assessment |
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