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Investment management

Sauvain, Harry Charles - 1967 - 3. ed

Persistent link: https://www.econbiz.de/10000566966

Investment management

Sauvain, Harry C. - 1973 - 4. ed.

Persistent link: https://www.econbiz.de/10000050319

Modern portfolio theory and investment analysis

Elton, Edwin J.; Gruber, Martin Jay - 1981

Persistent link: https://www.econbiz.de/10000073912

Zweistufige Performancemessung im Portfolio Management : ein Konzept zur Messung und Attribution von Anleger- und Managementeinflüssen

Rehkugler, Heinz; Schmidt- von Rhein, Andreas; Roth, Hanno - 1997 - 2., durchges. und korrigierte Aufl

Persistent link: https://www.econbiz.de/10000954218

On the information content of the fama and French factors in the UK

Mouselli, Sulaiman (contributor); Michou, Maria (contributor) - 2008

This study explores the information content of HML and SMB by linking the Fama-French factors to shocks in the state variables which predict future investment opportunities. It shows that the HML factor contains information about shocks to default spread. Moreover, the Fama-French model explains...