Factor timing with cross-sectional and time-series predictors
Philip Hodges, Ked Hogan, Justin R. Peterson, and Andrew Ang
| Year of publication: |
2017
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|---|---|
| Authors: | Hodges, Philip ; Hogan, Kedreth C. ; Peterson, Justin R. ; Ang, Andrew |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 44.2017, 1, p. 30-43
|
| Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Theorie | Theory |
| 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://ebvufind01.dmz1.zbw.eu/10011877409