Fundamental driver of fund style drift
Year of publication: |
March 2017
|
---|---|
Authors: | Galloppo, Giuseppe ; Trovato, Giovanni |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 18.2017, 2, p. 99-123
|
Subject: | investment style | fundamental factors | capm | mixture model | financial crisis | Finanzkrise | Financial crisis | CAPM | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Volatilität | Volatility | Finanzanalyse | Financial analysis | Börsenkurs | Share price |
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