Multi-factor style rotation : an empirical study in the US stock market
Year of publication: |
2024
|
---|---|
Authors: | Yeh, I-Cheng ; Lien, Che-Hui |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 31.2024, 5, p. 375-383
|
Subject: | design of experiments | multi-factor model | Style rotation phenomenon | style timing strategy |
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