Factor timing
Year of publication: |
2020
|
---|---|
Authors: | Haddad, Valentin ; Kozak, Serhiy ; Santosh, Shrihari |
Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 33.2020, 5, p. 1980-2018
|
Subject: | Portfolio-Management | Portfolio selection | Diskontierung | Discounting | Stochastischer Prozess | Stochastic process | Kapitalmarktrendite | Capital market returns | Prognose | Forecast | USA | United States | 1974-2017 |
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