Characteristic-based mean-variance portfolio choice
Year of publication: |
2012
|
---|---|
Authors: | Hjalmarsson, Erik ; Manchev, Petar |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 36.2012, 5, p. 1392-1401
|
Publisher: |
Elsevier |
Subject: | Mean-variance analysis | Momentum strategies | Portfolio choice | Stock characteristics | Value strategies |
-
Characteristic-Based Mean-Variance Portfolio Choice
Hjalmarsson, Erik, (2009)
-
Institutional Investor Portfolio Allocation, Quantitative Easing and the Global Financial Crisis
Joyce, Michael, (2014)
-
Bianchi, Daniele, (2022)
- More ...
-
Characteristic-based mean-variance portfolio choice
Hjalmarsson, Erik, (2012)
-
Characteristic-based mean-variance portfolio choice
Hjalmarsson, Erik, (2012)
-
GPM6; The Global Projection Model with 6 Regions
Carabenciov, Ioan, (2013)
- More ...