How do factor premia vary over time? : a century of evidence
Antti Ilmanen, Ronen Israel, Rachel Lee, Tobias J. Moskowitz and Ashwin Thapar
| Year of publication: |
2021
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|---|---|
| Authors: | Ilmanen, Antti ; Israel, Ronen ; Lee, Rachel ; Moskowitz, Tobias J. ; Thapar, Ashwin |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 19.2021, 4, p. 15-57
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| Subject: | Factor investing | multi-factor andmulti-asset class portfolios | factor timing | tactical asset allocation | diversification | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | CAPM | Risikoprämie | Risk premium | Diversifikation | Diversification | Kapitalmarktrendite | Capital market returns | 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://www.econbiz.de/10013164702