Navigating the factor zoo around the world : an institutional investor perspective
Year of publication: |
2021
|
---|---|
Authors: | Bartram, Söhnke M. ; Lohre, Harald ; Pope, Peter F. ; Ranganathan, Ananthalakshmi |
Published in: |
Journal of business economics : JBE. - Berlin : Springer, ISSN 1861-8928, ZDB-ID 2059561-X. - Vol. 91.2021, 5, p. 655-703
|
Subject: | Asset pricing | Factor investing | Mispricing | Risk factor | Institutional investor | Transaction costs | Limits to arbitrage | Market efficiency | Anomaly | Institutioneller Investor | Transaktionskosten | CAPM | Portfolio-Management | Portfolio selection | Effizienzmarkthypothese | Efficient market hypothesis | Arbitrage | Börsenkurs | Share price | Kapitalmarkttheorie | Financial economics | Welt | World | Finanzmarkt | Financial market |
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