Diversify and purify factor premiums in equity markets
chapter written by Raul Leote de Carvalho, Xiao Lu, François Soupé and Patrick Dugnolle
| Year of publication: |
2017
|
|---|---|
| Authors: | Carvalho, Raul Leote de ; Lu, Xiao ; Soupé, François ; Dugnolle, Patrick |
| Published in: |
Factor investing : from traditional to alternative risk premia. - London, UK : ISTE Press, ISBN 978-1-78548-201-4. - 2017, p. 73-97
|
| Subject: | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Diversifikation | Diversification | CAPM | Risikoprämie | Risk premium | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011794906