Nonlinear factor returns in the US equity market
Roger Clarke, Harindra de Silva, CFA and Steven Thorley, CFA
| Year of publication: |
2024
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|---|---|
| Authors: | Clarke, Roger G. ; DeSilva, Harindra ; Thorley, Steven |
| Published in: |
Financial analysts journal : FAJ. - [Abingdon] : Routledge, Taylor and Francis Group, ISSN 1938-3312, ZDB-ID 2066328-6. - Vol. 80.2024, 3, p. 76-102
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| Subject: | equity market factors | low beta | momentum | nonlinear return analysis | profitability | quantitative portfolio management | small size | value factor | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | USA | United States | Betafaktor | Beta risk | Rentabilität | Profitability | CAPM | Schätzung | Estimation | Faktorenanalyse | Factor analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/0015198X.2024.2351020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015050473