Follow the leader : index tracking with factor models
Year of publication: |
2021
|
---|---|
Authors: | Jiang, Pan ; Perez, M. Fabricio |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 64.2021, p. 337-350
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Subject: | Factor models | Index tracking | Passive fund management | Systematic risk | Portfolio-Management | Portfolio selection | Theorie | Theory | Aktienindex | Stock index | Faktorenanalyse | Factor analysis | Schätzung | Estimation |
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