What difference do new factor models make in portfolio allocation?
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
|
Subject: | Asset pricing | Factor model | Mean-variance analysis | Portfolio allocation | Portfolio-Management | Portfolio selection | Theorie | Theory | CAPM | Faktorenanalyse | Factor analysis | Kapitaleinkommen | Capital income |
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