Optimal Asset Allocation with Factor Models for Large Portfolios
Year of publication: |
2008-03
|
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Authors: | Pesaran, M.H. ; Zaffaroni, P. |
Institutions: | Faculty of Economics, University of Cambridge |
Subject: | Asset allocation | Large Porftolios | Factor models | Diversi¯cation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 2 pages long |
Classification: | C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; G1 - General Financial Markets |
Source: |
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