Is U.S. insider trading still relevant? : a quantitative portfolio approach
Year of publication: |
2015
|
---|---|
Authors: | Bettis, Carr ; Guerard, John Baynard ; McAuley, Daniel |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 13.2015, 4, p. 33-56
|
Subject: | Insider trading | quantitative portfolios | mean-variance optimization | active portfolio management | multifactor portfolio strategies | USA | United States | Portfolio-Management | Portfolio selection | Insiderhandel | Theorie | Theory |
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