The quant crisis of 2018-2020 : cornered by big growth
Year of publication: |
2021
|
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Authors: | Blitz, David |
Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 47.2021, 6, p. 8-21
|
Subject: | Security analysis and valuation | factor-based models | statistical methods | financial crises and financial market history | Finanzkrise | Financial crisis | Finanzmarkt | Financial market | Finanzanalyse | Financial analysis | Theorie | Theory |
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