The application in the portfolio of China's a-share market with Fama-French five-factor model and the robust median covariance matrix
Xinming Chen, Peng Song, Ke Gao, Yankuo Qiao
| Year of publication: |
August 2017
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| Authors: | Chen, Xinming ; Peng, Songlan ; Gao, Ke ; Qiao, Yankuo |
| Published in: |
International journal of economics, finance and management sciences : IJEFM. - [New York, NY] : Science Publishing Group, ISSN 2326-9553, ZDB-ID 2758929-8. - Vol. 5.2017, 4, p. 222-228
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| Subject: | Fama-French Five-Factor Model | Robust Median Covariance Matrix | Application of Portfolio | Portfolio-Management | Portfolio selection | China | Korrelation | Correlation | CAPM | Theorie | Theory | Robustes Verfahren | Robust statistics | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.11648/j.ijefm.20170504.13 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011784238