Stock selection, style rotation, and risk
Year of publication: |
2002
|
---|---|
Authors: | Lucas, André ; Dijk, Ronald van ; Kloek, Teunis |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 9.2002, 1, p. 1-34
|
Subject: | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment | Risiko | Risk | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | USA | United States | 1984-1999 |
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