What's in your benchmark? : a factor analysis of major market indexes
Ananth Madhavan, Aleksander Sobczyk, and Andrew Ang
| Year of publication: |
2018
|
|---|---|
| Authors: | Madhavan, Ananth Narayan ; Sobczyk, Aleksander ; Ang, Andrew |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 44.2018, 4, p. 46-59
|
| Subject: | Benchmarking | Faktorenanalyse | Factor analysis | 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/10011878308