Exploring the benefits of using stock characteristics in optimal portfolio strategies
Jonathan Fletcher
| Year of publication: |
January-February 2017
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| Authors: | Fletcher, Jonathan |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 23.2017, 1/3, p. 192-210
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| Subject: | characteristics | modeling portfolio weights | mean-variance strategies | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2015.1062036 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011736242