Beta-Sorted Portfolios
Year of publication: |
[2023]
|
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Authors: | Cattaneo, Matias D. ; Crump, Richard K. ; Wang, Weining |
Publisher: |
[S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Portfolio-Investition | Foreign portfolio investment |
Extent: | 1 Online-Ressource (103 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: FRB of New York Staff Report No. 1068 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 2023 erstellt |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C12 - Hypothesis Testing ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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