Why your smart beta portfolio might not work
Yongjae Lee, Woo Chang Kim
| Year of publication: |
2018
|
|---|---|
| Authors: | Lee, Yongjae ; Kim, Woo Chang |
| Published in: |
International journal of financial engineering and risk management. - Olney : Inderscience, ISSN 2049-0909, ZDB-ID 2735250-X. - Vol. 2.2018, 4, p. 351-362
|
| Subject: | smart beta | factor investing | investment building block | passive investment | Portfolio-Management | Portfolio selection | Betafaktor | Beta risk | Anlageverhalten | Behavioural finance | Kapitalanlage | Financial investment | CAPM |
| 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/10012000046