Smart Beta and CPPI Performance
Year of publication: |
2017
|
---|---|
Authors: | Ardia, David |
Other Persons: | Boudt, Kris (contributor) ; Wauters, Marjan (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Betafaktor | Beta risk |
Extent: | 1 Online-Ressource (37 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Finance, Vol. 37, No. 3, pp. 32-65, 2016 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 17, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2601021 [DOI] |
Classification: | G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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