The Siren song of factor timing aka "smart beta timing" aka "style timing"
Clifford S. Asness
| Year of publication: |
2016
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|---|---|
| Authors: | Asness, Cliff |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 42.2016, 5, spec. iss., p. 1-6
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| Subject: | Portfolio-Management | Portfolio selection | Zeit | Time | Betafaktor | Beta risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011686650