Optimal timing and tilting of equity factors
Year of publication: |
2019
|
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Authors: | Dichtl, Hubert ; Drobetz, Wolfgang ; Lohre, Harald ; Rother, Carsten ; Vosskamp, Patrick |
Published in: |
Financial analysts journal : FAJ. - [Abingdon] : Routledge, Taylor and Francis Group, ISSN 1938-3312, ZDB-ID 2066328-6. - Vol. 75.2019, 4, p. 84-102
|
Subject: | Portfolio-Management | Portfolio selection | USA | United States | Anlageverhalten | Behavioural finance | Theorie | Theory | CAPM |
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