Factor-based investing in market cycles : Fama-French five-factor model of market interest rate and market sentiment
Year of publication: |
2022
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Authors: | Kuo, Yu-Shang ; Huang, Jen-Tsung |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 15.2022, 10, Art.-No. 460, p. 1-24
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Subject: | factor-based investing | five-factor model | market cycle | market interest rate | market sentiment |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm15100460 [DOI] hdl:10419/274980 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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