Optimal holdings of active, passive and smart beta strategies
Edmund Bellord, Joshua Livnat, Dan Porter and Martin B. Tarlie
| Year of publication: |
2019
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|---|---|
| Authors: | Bellord, Edmund ; Livnat, Joshua ; Porter, Dan ; Tarlie, Martin B. |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 17.2019, 2, p. 40-62
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| Subject: | Portfolio management | smart beta | factor investing | passive index | enhanced index | factor allocation | asset allocation | modern portfolio theory | mean variance | tracking error | shortfall | optimization | Portfolio-Management | Portfolio selection | Theorie | Theory | CAPM | Kapitalanlage | Financial investment | Aktienindex | Stock index | Anlageverhalten | Behavioural finance | Betafaktor | Beta risk | Investmentfonds | Investment Fund |
| 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/10012254277