Stock Selection, Style Rotation, and Risk
Year of publication: |
2001-02-26
|
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Authors: | Lucas, André ; Dijk, Ronald van ; Kloek, Teun |
Institutions: | Tinbergen Institute |
Subject: | investment style | time-varying parameters | risk compensation | business cycles |
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Stock Selection, Style Rotation, and Risk
Lucas, André, (2001)
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Stock selection, style rotation, and risk
Lucas, André, (2001)
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Stock Selection, Style Rotation, and Risk
Lucas, André, (2001)
- More ...
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Stock selection, style rotation, and risk
Lucas, André, (2001)
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Stock selection, style rotation, and risk
Lucas, André, (2002)
-
Stock selection, style rotation, and risk
Lucas, André, (2001)
- More ...