Style factor timing
chapter written by Yin Luo
| Year of publication: |
2017
|
|---|---|
| Authors: | Luo, Yin |
| Published in: |
Factor investing : from traditional to alternative risk premia. - London, UK : ISTE Press, ISBN 978-1-78548-201-4. - 2017, p. 127-153
|
| Subject: | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011795477