Issues in applying financial econometrics to factor-based modeling in investment management
Robert F. Engle, Sergio M. Focardi, and Frank J. Fabozzi
| Year of publication: |
2016
|
|---|---|
| Authors: | Engle, Robert F. ; Focardi, Sergio M. ; Fabozzi, Frank J. |
| 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. 42.2016, 5, spec. iss., p. 94-106
|
| Subject: | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | Finanzmarktökonometrie | Financial econometrics | Kapitalmarkttheorie | Financial economics | CAPM |
| 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/10011686773