Active portfolio management : the power of the Treynor-Black model
Year of publication: |
2012
|
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Authors: | Kane, Alex ; Kim, Tae-hwan ; White, Halbert |
Published in: |
Progress in financial markets research. - New York, NY : Nova Science Publ., ISBN 978-1-61122-864-9. - 2012, p. 311-332
|
Subject: | Portfolio-Management | Portfolio selection | Effizienzmarkthypothese | Efficient market hypothesis | Kapitalmarktrendite | Capital market returns | Finanzanalyse | Financial analysis | Prognoseverfahren | Forecasting model | Theorie | Theory |
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