Estimating the Negative Impact of 'Noise' on the Returns of Cap-Weighted Portfolios in Various Segments of the Equity Markets
Year of publication: |
2012
|
---|---|
Authors: | Fuller, Russell J. |
Other Persons: | Han, Bing (contributor) ; Tung, Yining (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Investment Management (JOIM), Third Quarter 2012 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 12, 2012 erstellt Volltext nicht verfügbar |
Classification: | G00 - Financial Economics. General |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Chapter 20 : Traditional Asset Allocation Securities: Stocks, Bonds, Real Estate, and Cash
Milliken, Christopher, (2017)
-
Does Momentum Investing Work in Indian Equities?
Vijaykumar, Anoop, (2020)
-
Decoding Stock Market with Quant Alphas
Kakushadze, Zura, (2018)
- More ...
-
Thinking about indices and "passive" versus active management
Fuller, Russell J., (2010)
-
Fuller, Russell J., (2012)
-
Fuller, Russell J., (2012)
- More ...