Will your factor deliver? : an examination of factor robustness and implementation costs
Noah Beck, Jason Hsu, Vitali Kalesnik, and Helge Kostka
| Year of publication: |
September/October 2016
|
|---|---|
| Authors: | Beck, Noah ; Hsu, Jason C. ; Kalesnik, Vitali ; Kostka, Helge |
| Published in: |
Financial analysts' journal : FAJ. - Philadelphia, PA : Taylor & Francis Group, ISSN 0015-198X, ZDB-ID 219409-0. - Vol. 72.2016, 5, p. 58-82
|
| 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/10011688418