Low-risk benchmarking transcends rebalancing methods
Gregory N. Hight and Joseph D. Haley
| Year of publication: |
2021
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|---|---|
| Authors: | Hight, Gregory N. ; Haley, Joseph Donald |
| Published in: |
The journal of investing : JOI. - New York, NY : Institutional Investor, ISSN 2168-8613, ZDB-ID 2048709-5. - Vol. 30.2021, 2, p. 7-30
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| Subject: | Portfolio theory | portfolio construction | risk management | factor-based models | exchange-traded funds and applications | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Theorie | Theory | Benchmarking | Investmentfonds | Investment Fund | Indexderivat | Index derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/joi.2020.1.159 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012423038