An Evaluation of Conditional Multi-Factor Models in Active Asset Allocation Strategies : An Empirical Study for the German Stock Market
Year of publication: |
2009
|
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Authors: | Deetz, Marcus |
Other Persons: | Poddig, Thorsten (contributor) ; Sidorovitch, Irina (contributor) ; Varmaz, Armin (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Deutschland | Germany | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | CAPM |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Financial Markets and Portfolio Management, Vol. 23, No. 3, pp. 285-313, 2009 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 17, 2009 erstellt Volltext nicht verfügbar |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; C31 - Cross-Sectional Models; Spatial Models ; C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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