An examination of the benefits of factor investing in U.K. stock returns
Year of publication: |
April 2018
|
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Authors: | Fletcher, Jonathan |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 10.2018, 4, p. 154-170
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Subject: | factor investing | mean-variance analysis | Bayesian evaluation | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Großbritannien | United Kingdom | CAPM |
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