Stock selection, style rotation, and risk
Year of publication: |
2001 ; This version: February 12, 2001
|
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Authors: | Lucas, André ; Dijk, Ronald van ; Kloek, Teunis |
Publisher: |
Rotterdam [u.a.] : Tinbergen Inst. |
Subject: | investment style | time-varying parameters | risk compensation | business cycles | Theorie | Theory | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Konjunktur | Business cycle | Anlageverhalten | Behavioural finance | Börsenkurs | Share price |
Extent: | Online-Ressource (36 S.) graph. Darst. |
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Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.] : [Verlag nicht ermittelbar], ISSN 0929-0834, ZDB-ID 2435783-2. - Vol. 2001,021 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/85951 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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