Bottom-up versus top-down factor investing : an alpha forecasting perspective
Martin Zurek, Lars Heinrich
| Year of publication: |
2021
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|---|---|
| Authors: | Zurek, Martin ; Heinrich, Lars |
| Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 22.2021, 1, p. 11-29
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| Subject: | Factor investing | Top-down | Bottom-up | Smart beta | Multifactor | Alpha forecasting | Stock screening | Z-score | Information coefficient | Optimal orthogonal portfolio | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | CAPM | Theorie | Theory | Kapitaleinkommen | Capital income | Finanzanalyse | Financial analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-020-00188-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012487578