Equity style allocation : a nonparametric approach
Year of publication: |
May 2016
|
---|---|
Authors: | Subbiah, Mohan ; Fabozzi, Frank J. |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 17.2016, 3, p. 141-164
|
Subject: | style allocation | nonparametric regression | market-neutral fund | long-only fund | Asian equity markets | Nichtparametrisches Verfahren | Nonparametric statistics | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Asien | Asia | Investmentfonds | Investment Fund | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Theorie | Theory | Regressionsanalyse | Regression analysis |
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