Portfolio selection in a data-rich environment
Year of publication: |
2013
|
---|---|
Authors: | Bouaddi, Mohammed ; Taamouti, Abderrahim |
Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 37.2013, 12, p. 2943-2962
|
Publisher: |
Elsevier |
Subject: | Portfolio's weights modeling | Factor analysis | Principal components | Portfolio performance | Stock returns | Fama–French factors | Economic factors | VIX |
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