Efficient integration of risk premia exposures into equity portfolios
B. Vaucher, A. Medvedev
| Year of publication: |
December 2017
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|---|---|
| Authors: | Vaucher, B. ; Medvedev, A. |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 18.2017, 7, p. 538-546
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| Subject: | Equity risk premia | Factor investing | Portfolio construction | Portfolio allocation | Stock selection | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Aktienmarkt | Stock market | Schätzung | Estimation | Kapitalanlage | Financial investment | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-017-0052-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011855217