Smart beta is the gateway drug to risk factor investing
Year of publication: |
2017
|
---|---|
Authors: | Podkaminer, Eugene |
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. 43.2017, 5, spec. iss., p. 130-134
|
Subject: | CAPM | Betafaktor | Beta risk | Portfolio-Management | Portfolio selection | Risiko | Risk |
-
Investors' judgments, asset pricing factors and sentiment
Shefrin, Hersh, (2015)
-
The analysis of the arbitrage pricing model on the stock return : a case of Athens stock market
Khudoykulov, Khurshid, (2017)
-
What drives the value premium? : risk versus mispricing ; evidence from international markets
Chaves, Denis B., (2013)
- More ...
-
The education of beta : can alternative indexes make your portfolio smarter?
Podkaminer, Eugene, (2015)
-
Preparing a multi-asset class portfolio for shocks to economic growth
Podkaminer, Eugene, (2019)
-
Multi-asset strategies webinar : webinar summary
Fabozzi, Frank J., (2023)
- More ...