Optimal tilts : combining persistent characteristic portfolios
Year of publication: |
2017
|
---|---|
Authors: | Baker, Malcolm ; Taliaferro, Ryan ; Burnham, Terence C. |
Published in: |
Financial analysts' journal : FAJ. - Philadelphia, PA : Taylor & Francis Group, ISSN 0015-198X, ZDB-ID 219409-0. - Vol. 73.2017, 4, p. 75-89
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
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