The disappearance of style in the US equity market
Year of publication: |
2007
|
---|---|
Authors: | Hwang, Soosung ; Satchell, Stephen |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 17.2007, 7/9, p. 597-613
|
Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Portfolio-Management | Portfolio selection | USA | United States | 1975-1998 |
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