Fixed-mix rules in an evolutionary market using a factor model for dividends
Konstantinos Mavroudis; Craig A. Nolder
| Year of publication: |
2011
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|---|---|
| Authors: | Mavroudis, Konstantinos ; Nolder, Craig A. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 14.2011, 8, p. 1247-1277
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| Subject: | Dividend factor model | principal components analysis | constant-proportions investment strategies | evolutionary portfolio theory | excess volatility | Dividende | Dividend | Portfolio-Management | Portfolio selection | Theorie | Theory | Faktorenanalyse | Factor analysis | CAPM | Volatilität | Volatility | Evolutionsökonomik | Evolutionary economics |
| Extent: | graph. Darst. |
|---|---|
| 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/10009541997