Performance of portfolios comprised of factor (smart beta) portfolios with constrained short sales
Glen A. Larsen, Jr., Bruce Geoffrey Resnick
| Year of publication: |
2018
|
|---|---|
| Authors: | Larsen, Glen A. ; Resnick, Bruce G. |
| Published in: |
Journal of business and economic perspectives. - Martin, Tenn. : [Verlag nicht ermittelbar], ISSN 1528-5014, ZDB-ID 1179812-9. - Vol. 45.2018, 1, p. 23-36
|
| Subject: | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Risiko-Ertrags-Verhältnis | Risk-return tradeoff |
| 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/10011883439