Factor investing : alpha concentration versus diversification
Lars Heinrich, Antoniya Shivarova, Martin Zurek
| Year of publication: |
2021
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|---|---|
| Authors: | Heinrich, Lars ; Shivarova, Antoniya ; Zurek, Martin |
| Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 22.2021, 6, p. 464-487
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| Subject: | Factor investing | Alpha forecasting | Diversification | Optimal orthogonal portfolio | Information coefficient | CovarianceFactor investing | Covariance | Portfolio-Management | Portfolio selection | Theorie | Theory | Diversifikation | CAPM | Prognoseverfahren | Forecasting model | Korrelation | Correlation | Kapitalanlage | Financial investment |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-021-00226-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012659821