Issues in applying financial econometrics to factor-based modeling in investment management
Year of publication: |
2016
|
---|---|
Authors: | Engle, Robert F. ; Focardi, Sergio M. ; Fabozzi, Frank J. |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 42.2016, 5, spec. iss., p. 94-106
|
Subject: | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | Kapitalmarkttheorie | Financial economics | Ökonometrisches Modell | Econometric model | CAPM |
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