Investing in systematic factor premiums
Year of publication: |
March 2016
|
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Authors: | Koedijk, Kees ; Slager, Alfred ; Stork, Philip |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 22.2016, 2, p. 193-234
|
Subject: | portfolio management | factor investing | diversification | optimisation | Portfolio-Management | Portfolio selection | Diversifikation | Diversification | Kapitalanlage | Financial investment | CAPM |
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