Constructing long-only multifactor strategies : portfolio blending vs. signal blending
Khalid Ghayur, Ronan Heaney, and Stephen Platt
| Year of publication: |
2018
|
|---|---|
| Authors: | Ghayur, Khalid ; Heaney, Ronan ; Platt, Stephen |
| Published in: |
Financial analysts' journal : FAJ. - Philadelphia, PA : Taylor & Francis Group, ISSN 0015-198X, ZDB-ID 219409-0. - Vol. 74.2018, 3, p. 70-85
|
| Subject: | Portfolio-Management | Portfolio selection | Signalling |
| 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/10011972765