Factoring characteristics into returns : a clinical study on the SMB and HML portfolio construction methods
Marie Lambert, Boris Fays, Georges Hübner
| Year of publication: |
2020
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|---|---|
| Authors: | Lambert, Marie ; Fays, Boris ; Hübner, Georges |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 114.2020, p. 1-20
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| Subject: | Factor construction methods | Factor performance | Portfolio sorting | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | CAPM | Faktorenanalyse | Factor analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2020.105811 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012489144