China A-shares : strategic allocation to market and factor premiums
Year of publication: |
2021
|
---|---|
Authors: | Groot, Wilma de ; Swinkels, Laurens ; Zhou, Weili |
Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 47.2021, 7, p. 131-149
|
Subject: | Fundamental equity analysis | emerging markets | analysis of individual factors/risk premia | portfolio construction | China | Schwellenländer | Emerging economies | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Aktienmarkt | Stock market | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Portfolio-Investition | Foreign portfolio investment | Aktie | Share |
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