What difference do new factor models make in portfolio allocation?
Frank J. Fabozzi, Dashan Huang, Fuwei Jiang, Jiexun Wang
| Year of publication: |
2024
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|---|---|
| Authors: | Fabozzi, Frank J. ; Huang, Dashan ; Jiang, Fuwei ; Wang, Jiexun |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 0261-5606, ZDB-ID 1500496-X. - Vol. 140.2024, Art.-No. 102997, p. 1-20
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| Subject: | Asset pricing | Factor model | Mean-variance analysis | Portfolio allocation | Portfolio-Management | Portfolio selection | Theorie | Theory | CAPM | Faktorenanalyse | Factor analysis | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2023.102997 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014451422