Portfolio selection using new factors based on firm characteristics
Year of publication: |
March 2018
|
---|---|
Authors: | Suh, Sangwon |
Published in: |
Journal of economic development. - Seoul, Korea, ISSN 0254-8372, ZDB-ID 872015-0. - Vol. 43.2018, 1, p. 77-99
|
Subject: | Portfolio Selection | Asset Pricing Models | Mean-Variance Analysis | Sharpe Ratio | Firm Characteristics | Theorie | Theory | CAPM | Portfolio-Management | Portfolio selection |
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