Positional portfolio management
Year of publication: |
2021
|
---|---|
Authors: | Gagliardini, Patrick ; Gouriéroux, Christian ; Rubin, Mirco |
Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 19.2021, 4, p. 650-706
|
Subject: | Positional good | robust portfolio management | rank | fund tournament | factor model,big data | equally weighted portfolio | momentum | reversal | positional risk aversion | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikoaversion | Risk aversion | Investmentfonds | Investment Fund |
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