US Sector Rotation with Five-Factor Fama-French Alphas
Year of publication: |
2017
|
---|---|
Authors: | Sarwar, G |
Other Persons: | Mateus, Cesario (contributor) ; Todorovic, Natasa (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | CAPM | Kapitalmarktrendite | Capital market returns |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Asset Management, Forthcoming Nach Informationen von SSRN wurde die ursprĂĽngliche Fassung des Dokuments November 25, 2017 erstellt |
Classification: | G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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