Dynamic factor rotation strategy : a business cycle approach
Year of publication: |
2022
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Authors: | Kwon, Dohyoung |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 10.2022, 2, Art.-No. 46, p. 1-12
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Subject: | dynamic factor allocation | economic regimes | equity factors | nowcasting | Konjunktur | Business cycle | Faktorenanalyse | Factor analysis | Dynamische Wirtschaftstheorie | Economic dynamics | Prognoseverfahren | Forecasting model |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/ijfs10020046 [DOI] |
Classification: | G11 - Portfolio Choice ; G15 - International Financial Markets ; E32 - Business Fluctuations; Cycles |
Source: | ECONIS - Online Catalogue of the ZBW |
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