Positional portfolio management
P. Gagliardini, C. Gourieroux and M. Rubin
| Year of publication: |
2021
|
|---|---|
| Authors: | Gagliardini, Patrick ; Gouriéroux, Christian ; Rubin, Mirco |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 19.2021, 4, p. 650-706
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| Subject: | Positional good | robust portfolio management | rank | fund tournament | factor model,big data | equally weighted portfolio | momentum | reversal | positional risk aversion | Portfolio-Management | Portfolio selection | Theorie | Theory | Investmentfonds | Investment Fund | Risikoaversion | Risk aversion | Anlageverhalten | Behavioural finance | Big Data | Big data |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbz022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012654983