Large scale mean-variance strategies in the U.S. stock market
Luca Pezzo, Lei Wang, Duygu Zirek
| Year of publication: |
2023
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|---|---|
| Authors: | Pezzo, Luca ; Wang, Lei ; Zirek, Duygu |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 66.2023, p. 1-20
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| Subject: | Estimation error | Market-timing | Mean-Variance | Profitability | Transaction costs | Transaktionskosten | Aktienmarkt | Stock market | USA | United States | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Theorie | Theory | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2023.102062 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014462513