Strategies can be expensive too! The value spread and asset allocation in global equity markets
Adam Zaremba and Mehmet Umutlu
| Year of publication: |
2018
|
|---|---|
| Authors: | Zaremba, Adam ; Umutlu, Mehmet |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 60, p. 6529-6546
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| Subject: | asset allocation | asset pricing | country-level anomalies | country-selection strategies | equity anomalies | international investment | return predictability | the cross-section of returns | Value spread | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Welt | World | CAPM | Kapitalanlage | Financial investment | Prognoseverfahren | Forecasting model | Finanzanalyse | Financial analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2018.1489523 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012063443