Large scale mean-variance strategies in the U.S. stock market
Year of publication: |
2023
|
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Authors: | Pezzo, Luca ; Wang, Lei ; Zirek, Duygu |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 66.2023, p. 1-20
|
Subject: | Estimation error | Market-timing | Mean-Variance | Profitability | Transaction costs | USA | United States | Transaktionskosten | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
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