Predictive blends : Fundamental Indexing meets Markowitz
Sergiy Pysarenko, Vitali Alexeev, Francis Tapon
| Year of publication: |
2019
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|---|---|
| Authors: | Pysarenko, Serhiy ; Alexeev, Vitali ; Tapon, Francis |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 100.2019, p. 28-42
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| Subject: | Blended portfolio | Buffett indicator | Equities | Forecast averaging | Fundamental Indexing | Market timing | Portfolio optimization | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Prognoseverfahren | Forecasting model | Finanzanalyse | Financial analysis | Indexberechnung | Index construction | Aktienmarkt | Stock market | Index | Index number | Index-Futures | Index futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2018.12.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012162437