Choosing factors
Eugene F. Fama, Kenneth R. French
| Year of publication: |
May 2018
|
|---|---|
| Authors: | Fama, Eugene F. ; French, Kenneth Ronald |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 128.2018, 2, p. 234-252
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| Subject: | Asset pricing tests | Factor model | Sharpe ratio | Max squared Sharpe ratio | CAPM | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2018.02.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011971044