Targeting market neutrality
John B. Lee, Jonathan J. Reeves, Alice C. Tjahja and Xuan Xie
| Year of publication: |
2019
|
|---|---|
| Authors: | Lee, John B. ; Reeves, Jonathan J. ; Tjahja, Alice C. ; Xie, Xuan |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 19.2019, 3, p. 437-451
|
| Subject: | Beta forecasting | Portfolio optimization | Short-horizon forecasting | Systematic risk | Zero-beta portfolios | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Betafaktor | Beta risk | Theorie | Theory | CAPM | Risiko | Risk | Kapitaleinkommen | Capital income | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2018.1479066 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194663