Forecasting Factor and Smart Beta Returns (Hint : History Is Worse than Useless)
Year of publication: |
2017
|
---|---|
Authors: | Arnott, Robert D. |
Other Persons: | Beck, Noah (contributor) ; Kalesnik, Vitali (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Betafaktor | Beta risk | Prognoseverfahren | Forecasting model | CAPM | Prognose | Forecast |
Extent: | 1 Online-Ressource (28 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3040953 [DOI] |
Classification: | G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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