Multi-factor style rotation : an empirical study in the US stock market
I-Cheng Yeh and Che-Hui Lien
| Year of publication: |
2024
|
|---|---|
| Authors: | Yeh, I-Cheng ; Lien, Che-Hui |
| Subject: | design of experiments | multi-factor model | Style rotation phenomenon | style timing strategy | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Börsenkurs | Share price | USA | United States |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2022.2136354 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014469258