Why Factor Tilts are Not Smart 'Smart Beta'
Year of publication: |
2017
|
---|---|
Authors: | Arnott, Robert D. |
Other Persons: | Clements, Mark (contributor) ; Kalesnik, Vitali (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | CAPM | Anlageverhalten | Behavioural finance |
Extent: | 1 Online-Ressource (18 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3040970 [DOI] |
Classification: | G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Guenster, Nadja, (2012)
-
Biased Beliefs, Asset Prices, and Investment : A Structural Approach
Alti, Aydogan, (2013)
-
Reconciling Efficient Markets with Behavioral Finance : The Adaptive Markets Hypothesis
Lo, Andrew W., (2015)
- More ...
-
Arnott, Robert D., (2020)
-
Informed Traders, Long-Dated Options, and the Cross Section of Stock Returns
Clements, Mark, (2017)
-
Arnott, Robert D., (2015)
- More ...