Style factor timing : an application to the portfolio holdings of US fund managers
Year of publication: |
2015
|
---|---|
Authors: | Gallagher, David R. ; Gardner, Peter ; Schmidt, Camille H. |
Published in: |
Australian journal of management. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0312-8962, ZDB-ID 609380-2. - Vol. 40.2015, 2, p. 318-350
|
Subject: | Investment performance | macroeconomic data | mutual funds | stock holdings | style timing | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | USA | United States | Kapitalanlage | Financial investment | Anlageverhalten | Behavioural finance |
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