Optimal holdings of active, passive and smart beta strategies
Edmund Bellord, Joshua Livnat, Dan Porter and Martin B. Tarlie
| Year of publication: |
2019
|
|---|---|
| Authors: | Bellord, Edmund ; Livnat, Joshua ; Porter, Dan ; Tarlie, Martin B. |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 17.2019, 2, p. 40-62
|
| Subject: | Portfolio management | smart beta | factor investing | passive index | enhanced index | factor allocation | asset allocation | modern portfolio theory | mean variance | tracking error | shortfall | optimization | Theorie | Theory | Portfolio-Management | Portfolio selection | CAPM | Betafaktor | Beta risk | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012254277