Size and value anomalies under regime shifts
Year of publication: |
2008
|
---|---|
Authors: | Guidolin, Massimo ; Timmermann, Allan |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 6.2008, 1, p. 1-48
|
Subject: | Portfolio-Management | Portfolio selection | Hedging | Theorie | Theory |
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