Robust reverse engineering of cross-sectional returns and improved portfolio allocation performance using the CAPM
Year of publication: |
2011
|
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Authors: | Ni, Xiaohui ; Malevergne, Yannick ; Sornette, Didier ; Wöhrmann, Peter |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 37.2010/11, 4, p. 76-85
|
Subject: | CAPM | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
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