Portable beta and total portfolio management
Year of publication: |
2022
|
---|---|
Authors: | Cavaglia, Stefano ; Fan, John Hua ; Wang, Zhenping |
Published in: |
Financial analysts journal : FAJ. - [Abingdon] : Routledge, Taylor and Francis Group, ISSN 1938-3312, ZDB-ID 2066328-6. - Vol. 78.2022, 3, p. 49-69
|
Subject: | 60/40 | decentralized investment management | factor premia | portable beta | total portfolio management | Theorie | Theory | Portfolio-Management | Portfolio selection | Betafaktor | Beta risk | CAPM |
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