Strategic asset allocation with low-risk stocks : a bootstrap analysis
Wai Mun Fong and Timothy Koh
| Year of publication: |
2015
|
|---|---|
| Authors: | Fong, Wai-mun ; Koh, Timothy |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 13.2015, 2, p. 39-58
|
| Subject: | Strategic asset allocation | beta anomaly | low-risk investing | loss-aversion | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Kapitalanlage | Financial investment | Theorie | Theory | CAPM | Kapitaleinkommen | Capital income | Betafaktor | Beta risk |
| 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/10011635300