Robust reverse engineering of cross-sectional returns and improved portfolio allocation performance using the CAPM
Xiaohui Ni, Yannick Malevergne, Didier Sornette, and Peter Woehrmann
| Year of publication: |
2011
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|---|---|
| Authors: | Ni, Xiaohui ; Malevergne, Yannick ; Sornette, Didier ; Wöhrmann, Peter |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 37.2010/11, 4, p. 76-85
|
| Subject: | CAPM | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| 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/10009273886