Do risk factors eat alphas?
Jyh-Huei Lee and Dan Stefek
| Year of publication: |
2008
|
|---|---|
| Authors: | Lee, Jyh-huei ; Stefek, Dan |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 34.2007/08, 4, p. 12-24
|
| Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Rendite | Yield |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003769528