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  • Search: subject:"two-factor structure"
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Asset growth effect 1 Capital income 1 Economic growth 1 Kapitaleinkommen 1 Portfolio selection 1 Portfolio-Management 1 Theorie 1 Theory 1 Volatility 1 Volatilität 1 Wirtschaftswachstum 1 return volatility 1 sharpe ratio 1 two-factor structure 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Guo, Haifeng 1 Li, Jun 1 Qiao, Xiaotuo 1
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Applied economics 1
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The asset growth effect in a mean-variance analysis
Qiao, Xiaotuo; Guo, Haifeng; Li, Jun - In: Applied economics 54 (2022) 37, pp. 4259-4273
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