Verifying return-based style analysis using composition-based factor returns
M. Robertson, C. Firer and D. Bradfield
| Year of publication: |
2001
|
|---|---|
| Authors: | Robertson, M. ; Firer, C. ; Bradfield, D. |
| Published in: |
Tydskrif vir studies in ekonomie en ekonometrie : SEE. - Stellenbosch, ISSN 0379-6205, ZDB-ID 863779-9. - Vol. 25.2001, 2, p. 87-102
|
| Subject: | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturverz. S. 100 - 101 In: Tydskrif vir studies in ekonomie en ekonometrie |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001606093