Tilt nickels to diamonds : an orthogonalization approach
Wenfeng Wu, George Xiang and Tong Yu
| Year of publication: |
2019
|
|---|---|
| Authors: | Wu, Wenfeng ; Xiang, George ; Yu, Tong |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 17.2019, 4, p. 51-69
|
| Subject: | Smartbeta | enhanced index | tilting | portfolio efficiency | Portfolio-Management | Portfolio selection | Theorie | Theory | Diamant | Diamond | Aktienindex | Stock index |
| 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/10012254329