Time-series variation in factor premia : the influence of the business cycle
Christopher Polk, Mo Haghbin and Alessio de Longis
| Year of publication: |
2020
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|---|---|
| Authors: | Polk, Christopher ; Haghbin, Mo ; De Longis, Alessio |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 18.2020, 1, p. 69-89
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| Subject: | Factor investing | factor rotation | dynamic multifactor | business cycle | risk premia | factor tilting | Konjunktur | Business cycle | Risikoprämie | Risk premium | Zeitreihenanalyse | Time series analysis | CAPM | Faktorenanalyse | Factor analysis | Theorie | Theory | Schätzung | Estimation |
| 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/10012254360