Macroscopic properties of equity markets : stylized facts and portfolio performance
Steven Campbell, Qien Song and Ting-Kam Leonard Wong
| Year of publication: |
2025
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|---|---|
| Authors: | Campbell, Steven ; Song, Qien ; Wong, Ting-Kam Leonard |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 25.2025, 9, p. 1375-1397
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| Subject: | Backtesting | Capital distribution | Diversity-weighted portfolio | Excess growth rate | Intrinsic volatility | Market diversity | Stochastic portfolio theory | Stylized facts | Portfolio-Management | Portfolio selection | Theorie | Theory | Volatilität | Volatility | Kapitaleinkommen | Capital income | Schätzung | Estimation | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2025.2541859 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015534197