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  • Search: subject:"Capitalization-weighted portfolio"
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Year of publication
Subject
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Capital income 2 Kapitaleinkommen 2 Portfolio selection 2 Portfolio-Management 2 Aktienindex 1 Analysis of variance 1 Bootstrap approach 1 Bootstrap-Verfahren 1 Bootstrapping 1 Capitalization-weighted portfolio 1 Index construction 1 Indexberechnung 1 Market capitalization weighted portfolio 1 Minimum variance portfolio 1 Risk based anomalies 1 SHARPE-ratio 1 Stock index 1 Theorie 1 Theory 1 Varianzanalyse 1
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Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Lobe, Sebastian 1 Scherer, Bernd 1 Walkshäusl, Christian 1
Published in...
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Journal of empirical finance 1 Review of financial economics : RFE 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Fundamental indexing around the world
Walkshäusl, Christian; Lobe, Sebastian - In: Review of financial economics : RFE 19 (2010) 3, pp. 117-127
Persistent link: https://www.econbiz.de/10008653405
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A note on the returns from minimum variance investing
Scherer, Bernd - In: Journal of empirical finance 18 (2011) 4, pp. 652-660
Persistent link: https://www.econbiz.de/10009306537
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