Mean-ELT portfolio construction in US equity market
Year of publication: |
[2017]
|
---|---|
Authors: | Shao, Barret Pengyuan |
Published in: |
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor. - Switzerland : Springer, ISBN 978-3-319-33974-0. - 2017, p. 155-168
|
Subject: | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns | Risikoprämie | Risk premium | USA | United States | 1990-2013 |
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